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

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Assing, Sigurd (2013) A rigorous equation for the Cole–Hopf solution of the conservative KPZ equation. Stochastic Partial Differential Equations: Analysis and Computations, Volume 1 (Number 2). pp. 365-388. doi:10.1007/s40072-013-0013-3

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Official URL: http://dx.doi.org/10.1007/s40072-013-0013-3

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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.

Item Type: Journal Article
Divisions: Faculty of Science, Engineering and Medicine > Science > Statistics
Journal or Publication Title: Stochastic Partial Differential Equations: Analysis and Computations
Publisher: Springer
ISSN: 2194-0401
Official Date: 4 June 2013
Dates:
DateEvent
4 June 2013Published
Volume: Volume 1
Number: Number 2
Page Range: pp. 365-388
DOI: 10.1007/s40072-013-0013-3
Status: Peer Reviewed
Publication Status: Published
Access rights to Published version: Restricted or Subscription Access

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