An invariance principle for the stochastic heat equation

Stochastics and Partial Differential Equations: Analysis and Computations(2018)

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摘要
We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d. mean zero random variables. As a consequence, we give an alternative proof of the weak convergence of the scaled partition function of directed polymers in the intermediate disorder regime, to the stochastic heat equation; an advantage of the proof is that it gives the convergence of all moments.
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关键词
Stochastic heat equation, Weak approximation, Polymers, Interacting particle systems, Primary 60H15, Secondary 60F17, 60K35
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