Paracontrolled calculus and Funaki–Quastel approximation for the KPZ equation

Masato Hoshino

研究成果: Contribution to journalArticle査読

4 被引用数 (Scopus)

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.

本文言語英語
ページ(範囲)1238-1293
ページ数56
ジャーナルStochastic Processes and their Applications
128
4
DOI
出版ステータス出版済み - 4 2018
外部発表はい

All Science Journal Classification (ASJC) codes

  • 統計学および確率
  • モデリングとシミュレーション
  • 応用数学

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