LOCAL BROWNIAN PROPERTY OF THE NARROW WEDGE SOLUTION OF THE KPZ EQUATION

被引:5
作者
Quastel, Jeremy [1 ]
Remenik, Daniel [1 ,2 ]
机构
[1] Univ Toronto, Dept Math, Toronto, ON M5S 2E4, Canada
[2] Univ Chile, Dept Ingn Matemat, Santiago, Chile
关键词
Kardar-Parisi-Zhang equation; stochastic heat equation; Brownian motion; finite variation; stochastic Burgers equation; random growth; asymmetric exclusion process; directed polymers;
D O I
10.1214/ECP.v16-1678
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let H(t, x) be the Hopf-Cole solution at time t of the Kardar-Parisi-Zhang (KPZ) equation starting with narrow wedge initial condition, i.e. the logarithm of the solution of the multiplicative stochastic heat equation starting from a Dirac delta. Also let H-eq(t, x) be the solution at time t of the KPZ equation with the same noise, but with initial condition given by a standard two-sided Brownian motion, so that H-eq(t, x) - H-eq(0, x) is itself distributed as a standard two-sided Brownian motion. We provide a simple proof of the following fact: for fixed t, H(t, x) - (H-eq(t, x) - H-eq(t, 0)) is locally of finite variation. Using the same ideas we also show that if the KPZ equation is started with a two-sided Brownian motion plus a Lipschitz function then the solution stays in this class for all time.
引用
收藏
页码:712 / 719
页数:8
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