Scaling limit of a long-range random walk in time-correlated random environment

Abstract

This paper concerns a long-range random walk in random environment in dimension $1+1$, where the environmental disorder is independent in space but has long-range correlations in time. We prove that two types of rescaled partition functions converge weakly to the Stratonovich solution and the Itô-Skorohod solution respectively of a fractional stochastic heat equation with multiplicative Gaussian noise which is white in space and colored in time.

39 pages. This is the final version