arXiv · 1104.3509
A multi-layer extension of the stochastic heat equation
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.
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Neil O'Connell, Jon Warren. 2011-04-18. A multi-layer extension of the stochastic heat equation. https://doi.org/10.1007/s00220-015-2541-3
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