Local Brownian property of the narrow wedge solution of the KPZ equation
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1. | Title | Title of document | Local Brownian property of the narrow wedge solution of the KPZ equation |
2. | Creator | Author's name, affiliation, country | Jeremy Quastel; University of Toronto; Canada |
2. | Creator | Author's name, affiliation, country | Daniel Remenik; University of Toronto; Canada |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Kardar-Parisi-Zhang equation; stochastic heat equation; Brownian motion; finite variation; stochastic Burgers equation; random growth; asymmetric exclusion process; directed polymers |
3. | Subject | Subject classification | 60H15; 60K35; 82C22 |
4. | Description | Abstract | 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. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | Natural Science and Engineering Research Council of Canada, Fields Institute |
7. | Date | (YYYY-MM-DD) | 2011-11-20 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/1678 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v16-1678 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 16 |
12. | Language | English=en | |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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