Lyapunov exponents of the SHE for general initial data

DOI10.1214/22-AIHP1253MaRDI QIDQ6344987arXivFDO

Authors Promit Ghosal, Yier Lin

Publication date 13 July 2020

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) White noise theory (60H40)

Abstract: We consider the $(1+1)$-dimensional stochastic heat equation (SHE) with multiplicative white noise and the Cole-Hopf solution of the Kardar-Parisi-Zhang (KPZ) equation. We show an exact way of computing the Lyapunov exponents of the SHE for a large class of initial data which includes any bounded deterministic positive initial data and the stationary initial data. As a consequence, we derive exact formulas for the upper tail large deviation rate functions of the KPZ equation for general initial data.

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