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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
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: |
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| 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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