Université Paris 6
Pierre et Marie Curie | Université Paris 7
Denis Diderot | |

CNRS U.M.R. 7599
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``Probabilités et Modèles Aléatoires''
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**Auteur(s): **

**Code(s) de Classification MSC:**

- 60K37 Processes in random environments
- 60Hxx Stochastic analysis [See also 58J65]
- 82D30 Random media, disordered materials (including liquid crystals and spin glasses)

**Résumé:** We study the thermodynamics of a continuous model of
directed polymers in random environment.
The environment is given by a space-time Poisson
point process, whereas the polymer is
defined in terms of the Brownian motion. We mainly discuss:
(i) The normalized partition function, its positivity in the limit
which characterizes the phase diagram of the model.
(ii) The existence of quenched Lyapunov exponent, its positivity, and
its agreement with the annealed Lyapunov exponent;
(iii) The longitudinal fluctuation of the free energy, some of its relations
with the overlap between replicas and
with the transversal fluctuation of the path.
The model considered here, enables us to use stochastic calculus, with
respect to both Brownian motion and Poisson process, leading to
handy formulas for fluctuations analysis
and qualitative properties of the phase diagram. We also relate our model
to some formulation of the Kardar-Parisi-Zhang equation, more precisely,
the stochastic heat equation.
Our fluctuation results are interpreted
as bounds on various exponents and provide a circumstantial
evidence of super-diffusivity in dimension one.
We also obtain an almost sure large deviation principle for the
polymer measure.

**Mots Clés:** *Directed polymers ; Kardar-Parisi-Zhang equation ; random environment ; stochastic calculus*

**Date:** 2003-03-07

**Prépublication numéro:** *PMA-802*