A rigorous equation for the cole–hopf solution of the conservative kpz equation

被引：0
作者：
Assing S. [1 ]
机构：
[1] Department of Statistics, The University of Warwick, Coventry
来源：
Stochastic Partial Differential Equations: Analysis and Computations | 2013年 / 1卷 / 2期
关键词：
Generalized functions; Interacting particle system; Martingale problem; Stochastic partial differential equation;
D O I：
10.1007/s40072-013-0013-3
中图分类号：
学科分类号：
摘要：
A rigorous equation is stated and it is shown that the spatial derivative of the Cole–Hopf solution of the KPZ equation is a solution of this equation. The method of proof used to show that a process solves this equation is based on rather weak estimates so that this method has the advantage that it could be used to verify solutions of other highly singular SPDEs, too. © Springer Science+Business Media New York 2013.
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页码：365 / 388
页数：23
相关论文
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