Paracontrolled calculus and Funaki–Quastel approximation for the KPZ equation

研究成果: ジャーナルへの寄稿記事

抄録

In this paper, we consider the approximating KPZ equation introduced by Funaki and Quastel (2015), which is suitable for studying invariant measures. They showed that the stationary solution of the approximating equation converges to the Cole–Hopf solution of the KPZ equation with extra term [Formula presented]t. On the other hand, Gubinelli and Perkowski (2017) gave a pathwise meaning to the KPZ equation as an application of the paracontrolled calculus. We show that Funaki and Quastel's result is extended to nonstationary solutions by using the paracontrolled calculus.

元の言語英語
ページ(範囲)1238-1293
ページ数56
ジャーナルStochastic Processes and their Applications
128
発行部数4
DOI
出版物ステータス出版済み - 4 1 2018
外部発表Yes

Fingerprint

KPZ Equation
Calculus
Approximation
Stationary Solutions
Invariant Measure
Converge
Term

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

これを引用

Paracontrolled calculus and Funaki–Quastel approximation for the KPZ equation. / Hoshino, Masato.

:: Stochastic Processes and their Applications, 巻 128, 番号 4, 01.04.2018, p. 1238-1293.

研究成果: ジャーナルへの寄稿記事

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