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math.PR2013★ 4 cited
Exact representation of truncated variation of Brownian motion
Piotr Miłoś
In the recent papers [Lochowski:2011fk, Lochowski:2013yq, Lochowski:2013lr] the truncated variation has been introduced, characterized and studied in various stochastic settings. I…
math.PR2013
A second note on the discrete Gaussian Free Field with disordered pinning on Z^d, d\geq 2
Loren Coquille, Piotr Miłoś
We study the discrete massless Gaussian Free Field on Z^d, d \geq 2, in the presence of a disordered square-well potential supported on a finite strip around zero. The disorder is…