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Semimartingale Approach and Localization Transition

Comets, F

Comets, F (reprint author), Univ Paris Diderot Paris 7, Math, Case 7012, Paris, France.

DIRECTED POLYMERS IN RANDOM ENVIRONMENTS: ECOLE D ETE DE PROBABILITES DE SAINT-FLOUR XLVI - 2016, 2017; 2175 ( ): 75

Abstract

The next step in our martingale analysis is to consider ln W-n as a semimartingale and to write its Doob's decomposition. Viewed as a "conditional sec......

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