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Recent Results on Weakly Self-Avoiding fractional Brownian Motion

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FD2W02 - Fractional kinetics, hydrodynamic limits and fractals

In this talk we use the combination of Dirichlet form methods and white noise analysis to construct a Markov process, which has the Edwards density w.r.t. the fractional white noise as invariant measure. We derive properties of this process in a special case and investigate a coarse- grained version. Numerical simulations show special properties of weakly self-avoiding fractional random walks which were unknown up to the speakers knowledge.


This talk is part of the Isaac Newton Institute Seminar Series series.

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