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arXiv:math/0606296 [math.PR]AbstractReferencesReviewsResources

On the free energy of a directed polymer in a Brownian environment

John Moriarty, Neil O'Connell

Published 2006-06-13Version 1

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.

Comments: 15 pages. To appear in Markov Processes and Related Filelds (J.T. Lewis special edition)
Journal: Markov Processes and Related Fields 13, 251-266 (2007)
Categories: math.PR, math-ph, math.MP
Subjects: 60K37, 82D30, 60K25, 60J65
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