Probability

Speaker: 
Alejandro Ramírez
Speaker Affiliation: 
Pontificia Universidad Católica de Chile
Speaker Link: 
https://www.mat.uc.cl/~aramirez/

September 14, 2022

Canada

PIMS Lounge (ESB 4133)

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Abstract: 

We give a rigorous formulation of the planar stochastic heat
equation, whose solution is the free energy of an undirected random
polymer, using a version of the Skorokhod integral. The solution is
represented as an $L^1$ limit of a martingale given by the Feynman-Kac
formula. We also show that the fundamental solution far from the center
has fluctuations given by the 1+1 KPZ equation. This is a joint work
with Jeremy Quastel and Balint Virag.

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