The KPZ equation on the real line

被引:11
作者
Perkowski, Nicolas [1 ]
Rosati, Tommaso Cornelis [2 ]
机构
[1] Free Univ Berlin, FB Math & Informat, Berlin, Germany
[2] Humboldt Univ, Inst Math, Berlin, Germany
基金
巴西圣保罗研究基金会;
关键词
KPZ equation; singular SPDEs; paracontrolled distributions; comparison principle; STOCHASTIC BURGERS; CONSTRUCTION; INTEGRALS; NOISE; MODEL;
D O I
10.1214/19-EJP362
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
We prove existence and uniqueness of distributional solutions to the KPZ equation globally in space and time, with techniques from paracontrolled analysis. Our main tool for extending the analysis on the torus to the full space is a comparison result that gives quantitative upper and lower bounds for the solution. We then extend our analysis to provide a path-by-path construction of the random directed polymer measure on the real line and we derive a variational characterisation of the solution to the KPZ equation.
引用
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页数:56
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