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A Brownian motion version of the directed polymer problem

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Abstract

Consider a Brownian particle in three dimensions in a random environment. The environment is determined by a potential random in space and time. It is shown that at small noise the large-time behavior of the particle is diffusive. The diffusion constant depends on the environment. This work generalizes previous results for random walk in a random environment. In these results the diffusion constant does not depend on the environment.

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Conlon, J.G., Olsen, P.A. A Brownian motion version of the directed polymer problem. J Stat Phys 84, 415–454 (1996). https://doi.org/10.1007/BF02179650

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