Research output: Contribution to journal › Article › peer-review
Scaling limit of stretched Brownian chains. / Лифшиц, Михаил Анатольевич; Aurzada, Frank; Betz, Volker.
In: Journal of Physics A: Mathematical and Theoretical, Vol. 56, No. 43, 435006, 09.10.2023.Research output: Contribution to journal › Article › peer-review
}
TY - JOUR
T1 - Scaling limit of stretched Brownian chains
AU - Лифшиц, Михаил Анатольевич
AU - Aurzada, Frank
AU - Betz, Volker
PY - 2023/10/9
Y1 - 2023/10/9
N2 - We show that a properly scaled stretched long Brownian chain converges to a two-parametric stochastic process, given by the sum of an explicit deterministic continuous function and the solution of the stochastic heat equation with zero boundary conditions.
AB - We show that a properly scaled stretched long Brownian chain converges to a two-parametric stochastic process, given by the sum of an explicit deterministic continuous function and the solution of the stochastic heat equation with zero boundary conditions.
KW - Gaussian process
KW - Ornstein-Uhlenbeck process
KW - interacting particle system
KW - stochastic heat equation
UR - https://www.mendeley.com/catalogue/ba44612d-01e3-3d48-bfbf-353e8ee47460/
U2 - 10.1088/1751-8121/acfd6d
DO - 10.1088/1751-8121/acfd6d
M3 - Article
VL - 56
JO - Journal of Physics A: Mathematical and Theoretical
JF - Journal of Physics A: Mathematical and Theoretical
SN - 1751-8113
IS - 43
M1 - 435006
ER -
ID: 115365528