Polymer Measure: Varadhan's Renormalization Revisited
Through chaos decomposition we improve the Varadhan estimate for the rate of convergence of the centered approximate self-intersection local time of planar Brownian motion.
math-ph↗
arXiv subjects
José Luis da Silva
Publications and source records attributed to José Luis da Silva.
Self-avoiding fractional Brownian motion - The Edwards model
In this work we extend Varadhan's construction of the Edwards polymer model to the case of fractional Brownian motions in $\R^d$, for any dimension $d\geq 2$, with arbitrary Hurst parameters $H\leq 1/d$.
math-ph↗