  We analyse a diffusion process whose invariant measure is the fractional
polymer or Edwards measure for fractional Brownian motion in dimension
$d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make
use of a construction of the diffusion via Dirichlet form techniques in
infinite dimensional (Gaussian) analysis. By providing a Fukushima
decomposition for the stochastic quantization of the fractional Edwards measure
we prove that the constructed process solves weakly a stochastic differential
equation in infinite dimension for quasi-all starting points. Moreover, the
solution process is driven by an Ornstein--Uhlenbeck process taking values in
an infinite dimensional distribution space and is unique, in the sense that the
underlying Dirichlet form is Markov unique. The equilibrium measure, which is
by construction the fractional Edwards measure, is specified to be an extremal
Gibbs state and therefore, the constructed stochastic dynamics is time ergodic.
The studied stochastic differential equation provides in the language of
polymer physics the dynamics of the bonds, i.e. stochastically spoken the noise
of the process. An integration leads then to polymer paths. We show that if one
starts with a continuous polymer configuration the integrated process stays
almost surely continuous during the time evolution.
