Zero temperature limit for the Brownian directed polymer among Poissonian disasters

Citation
Fukushima Ryoki et Junk Stefan, Zero temperature limit for the Brownian directed polymer among Poissonian disasters, Annals of applied probability , 29(6), 2019, pp. 3821-3860
ISSN journal
10505164
Volume
29
Issue
6
Year of publication
2019
Pages
3821 - 3860
Database
ACNP
SICI code
Abstract
We study a continuum model of directed polymer in random environment. The law of the polymer is defined as the Brownian motion conditioned to survive among space-time Poissonian disasters. This model is well studied in the positive temperature regime. However, at zero-temperature, even the existence of the free energy has not been proved. In this article, we show that the free energy exists and is continuous at zero-temperature.