The Burgers equation with a random force and a general model for directed polymers in random environments

被引：29
|
作者：
Kifer, Y
机构：
[1] Institute of Mathematics, Hebrew University of Jerusalem, Givat Ram
来源：
PROBABILITY THEORY AND RELATED FIELDS | 1997年 / 108卷 / 01期
关键词：
Mathematics Subject Classifiction (1991):Primary: 60H15; Secondary: 60J15; 32Q20; 35R60.;
D O I：
10.1007/s004400050100
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The study of the Burgers equation with a random force leads via a Hopf-Cole type transformation to a stochastic heat equation having a white noise with spatial parameters type potential. The latter can be studied by means of a general model of directed polymers in random environments with two point random potentials. These models exhibit a Gaussian behavior at large times and have certain stationary distributions which yield the corresponding results for the above stochastic heat and Burgers equations.
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页码：29 / 65
页数：37
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