Scaling limit of stretched Brownian chains
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL(2023)
摘要
We show that a properly scaled stretched long Brownian chain converges to a two-parametric stochastic process, given by the sum of an explicit deterministic continuous function and the solution of the stochastic heat equation with zero boundary conditions.
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关键词
Gaussian process,Ornstein-Uhlenbeck process,interacting particle system,stochastic heat equation
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