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- Title
Stochastic Quantization for the Fractional Edwards Measure.
- Authors
Bock, Wolfgang; Fattler, Torben; Streit, Ludwig
- Abstract
We prove that there exists a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion, $\mu_{ {g,H}}$ , $H\in (0,1)$ for $dH < 1$ . The diffusion is constructed in the framework of Dirichlet forms in infinite dimensional (Gaussian) analysis. Moreover, the process is invariant under time translations.
- Subjects
STOCHASTIC processes; GEOMETRIC quantization; DIFFUSION; DIRICHLET forms; BROWNIAN motion; INVARIANTS (Mathematics); MATHEMATICAL proofs
- Publication
Acta Applicandae Mathematicae, 2017, Vol 151, Issue 1, p81
- ISSN
0167-8019
- Publication type
Article
- DOI
10.1007/s10440-017-0103-8