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.Comment: 15 pages. To appear in Markov Processes and Related Filelds (J.T.
  Lewis special edition

Moriarty, John

O'Connell, Neil

English

arXiv

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

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

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