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• W2100066843 abstract "Motivated by recent developments on solvable directed polymer models, we define a ‘multi-layer’ extension of the stochastic heat equation involving non-intersecting Brownian motions. By developing a connection with Darboux transformations and the two-dimensional Toda equations, we conjecture a Markovian evolution in time for this multi-layer process. As a first step in this direction, we establish an analogue of the Karlin-McGregor formula for the stochastic heat equation and use it to prove a special case of this conjecture." @default.
• W2100066843 created "2016-06-24" @default.
• W2100066843 creator A5015956937 @default.
• W2100066843 creator A5090114248 @default.
• W2100066843 date "2015-12-24" @default.
• W2100066843 modified "2023-09-30" @default.
• W2100066843 title "A Multi-Layer Extension of the Stochastic Heat Equation" @default.
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• W2100066843 doi "https://doi.org/10.1007/s00220-015-2541-3" @default.
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