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arXiv · 1109.2886

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

Sigurd Assing
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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.

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Sigurd Assing. 2012-09-17. A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation. https://arxiv.org/abs/1109.2886

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