Título: Local Brownian property of the narrow wedge solution of the KPZ equation
Autores: Quastel, Jeremy; University of Toronto
Remenik, Daniel; University of Toronto
Fecha: 2011-01-01
Publicador: Electronic communications in probability
Fuente:
Tipo: Peer-reviewed Article

Tema: Kardar-Parisi-Zhang equation; stochastic heat equation; Brownian motion; finite variation; stochastic Burgers equation; random growth; asymmetric exclusion process; directed polymers
60H15; 60K35; 82C22
Descripción: Abstract. 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.
Idioma: No aplica

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