On homogeneous pinning models and penalizations

Mihai Gradinaru 1 Samy Tindel 2, 3
3 TOSCA
INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502
Abstract : In this note, we show how the penalization method, introduced in order to describe some non-trivial changes of the Wiener measure, can be applied to the study of some simple polymer models such as the pinning model. The bulk of the analysis is then focused on the study of a martingale which has to be computed as a Markovian limit.
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  • HAL Id : hal-00172698, version 1
  • ARXIV : 0709.2656

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Mihai Gradinaru, Samy Tindel. On homogeneous pinning models and penalizations. Stochastics and Dynamics, World Scientific Publishing, 2008, 8 (3), pp.383-396. ⟨hal-00172698⟩

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