Rescaled Whittaker driven stochastic differential equations converge to the additive stochastic heat equation

DOI10.1214/19-EJP289MaRDI QIDQ2631862zbMATH OpenWikidataFDO

Authors Yu-Ting Chen

Publication date 16 May 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.05346, https://projecteuclid.org/euclid.ejp/1554775415

zbMATH Keywords

stochastic convolutionsstochastic heat equationssurface growth models

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We study SDEs arising from limiting fluctuations in a $(2+1)$-dimensional surface growth model called the Whittaker driven particle system, which is believed to be in the anisotropic Kardar--Parisi--Zhang class. The main result of this paper proves an irrelevance of nonlinearity in the surface growth model in the continuum by weak convergence in a path space; the first instance of this irrelevance is obtained recently for this model in terms of the covariance functions along certain diverging characteristics. With the same limiting scheme, we prove that the derived SDEs converge in distribution to the additive stochastic heat equation in $C(Bbb{R}_{+},mathcal{S}^{\prime }(Bbb{R}^2))$. The proof addresses the solutions as stochastic convolutions where the convolution structures are broken by discretization of the diverging characteristics.

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Cited in

(2)

• Convergences of the rescaled Whittaker stochastic differential equations and independent sums
• Gaussian fluctuations from the 2D KPZ equation

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