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A multi-layer extension of the stochastic heat equation

By Neil O'Connell and Jon Warren

Abstract

Motivated by recent developments on solvable directed polymer models, we define a 'multi-layer' extension of the stochastic heat equation involving non-intersecting Brownian motions.Comment: v4: substantially extended and revised versio

Topics: Mathematics - Probability, Mathematical Physics
Year: 2014
OAI identifier: oai:arXiv.org:1104.3509
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