Stochastic Quantization for the fractional Edwards Measure

Abstract

We prove the existence of a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in \mathbb{N}$ with Hurst parameter $H\in (0,1)$ fulfilling $dH<1$. The diffusion is constructed via Dirichlet form techniques in infinite dimensional (Gaussian) analysis. Moreover, we show that the process is invariant under time translations.

References in corpus (2)

• Renormalized self-intersection local time for fractional Brownian motion
• Stochastic Quantization for the Edwards Measure of Fractional Brownian Motion with $Hd=1$

Cited by in corpus (1)

• Stochastic Quantization for the Edwards Measure of Fractional Brownian Motion with $Hd=1$