On the free energy of a directed polymer in a Brownian environment
classification
🧮 math.PR
math-phmath.MP
keywords
browniandirectedenergyenvironmentfreepolymerconjecturedconnell
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We prove a formula conjectured in O'Connell and Yor (2001) for the free energy density of a directed polymer in a Brownian environment in 1+1 dimensions.
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