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KPZ Reloaded

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Abstract

We analyze the one-dimensional periodic Kardar–Parisi–Zhang equation in the language of paracontrolled distributions, giving an alternative viewpoint on the seminal results of Hairer. Apart from deriving a basic existence and uniqueness result for paracontrolled solutions to the KPZ equation we perform a thorough study of some related problems. We rigorously prove the links between the KPZ equation, stochastic Burgers equation, and (linear) stochastic heat equation and also the existence of solutions starting from quite irregular initial conditions. We also show that there is a natural approximation scheme for the nonlinearity in the stochastic Burgers equation. Interpreting the KPZ equation as the value function of an optimal control problem, we give a pathwise proof for the global existence of solutions and thus for the strict positivity of solutions to the stochastic heat equation. Moreover, we study Sasamoto–Spohn type discretizations of the stochastic Burgers equation and show that their limit solves the continuous Burgers equation possibly with an additional linear transport term. As an application, we give a proof of the invariance of the white noise for the stochastic Burgers equation that does not rely on the Cole–Hopf transform.

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Authors and Affiliations

  1. CEREMADE and UMR 7534 CNRS, Institut Universitaire de France, Université Paris-Dauphine, Paris, France

    Massimiliano Gubinelli

  2. Hausdorff Center for Mathematics, Institute for Applied Mathematics, University of Bonn, Bonn, Germany

    Massimiliano Gubinelli

  3. Institut für Mathematik, Humboldt-Universität zu Berlin, Berlin, Germany

    Nicolas Perkowski

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  1. Massimiliano Gubinelli
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  2. Nicolas Perkowski
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Correspondence to Massimiliano Gubinelli.

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Communicated by H. Spohn

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Gubinelli, M., Perkowski, N. KPZ Reloaded. Commun. Math. Phys. 349, 165–269 (2017). https://doi.org/10.1007/s00220-016-2788-3

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