A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation

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Publication:487665

DOI10.1007/S40072-013-0013-3zbMATH Open1306.60084arXiv1109.2886OpenAlexW2017943107WikidataQ115375387 ScholiaQ115375387MaRDI QIDQ487665FDOQ487665

Sigurd Assing

Publication date: 23 January 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: 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.


Full work available at URL: https://arxiv.org/abs/1109.2886





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