41 citations · 189 across the 38 of their papers we have counts for
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math.PR2020★ 17 cited
A forward-backward SDE from the 2D nonlinear stochastic heat equation
Alexander Dunlap, Yu Gu
We consider a nonlinear stochastic heat equation in spatial dimension , forced by a white-in-time multiplicative Gaussian noise with spatial correlation length …
math.PR2020
Gaussian fluctuations from random Schrödinger equation
Yu Gu, Tomasz Komorowski
We study the Schrödinger equation driven by a weak Brownian forcing, and derive Gaussian fluctuations in the form of a time-inhomogeneous Ornstein-Uhlenbeck process. As a result, w…
math.PR2020★ 4 cited
A PDE hierarchy for directed polymers in random environments
Yu Gu, Christopher Henderson
For a Brownian directed polymer in a Gaussian random environment, with denoting the quenched endpoint density and \[ Q_n(t,x_1,\ldots,x_n)=\mathbf{E}[q(t,x_1)\ldots q(…