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arXiv · 2305.03541

Scaling limit of stretched Brownian chains

Frank Aurzada·Volker Betz·Mikhail Lifshits
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Abstract

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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Frank Aurzada, Volker Betz, Mikhail Lifshits. 2023-05-05. Scaling limit of stretched Brownian chains. https://arxiv.org/abs/2305.03541

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