论文标题
在时间相关的随机环境中,长距离随机步行的缩放限制
Scaling limit of a long-range random walk in time-correlated random environment
论文作者
论文摘要
本文涉及在尺寸$ 1+1 $的随机环境中进行远距离随机步行,其中环境障碍在太空中是独立的,但及时具有远程相关性。我们证明,两种类型的重新分配函数薄弱地收敛于Stratonovich溶液和ITô-Skorohod溶液,分别具有分数随机热方程,其具有乘法性高斯噪声,该方程在空间中是白色的,并且在时间上是彩色的。
This paper concerns a long-range random walk in random environment in dimension $1+1$, where the environmental disorder is independent in space but has long-range correlations in time. We prove that two types of rescaled partition functions converge weakly to the Stratonovich solution and the Itô-Skorohod solution respectively of a fractional stochastic heat equation with multiplicative Gaussian noise which is white in space and colored in time.