Invariant measure for linear stochastic heat equation related to the KPZ equation
GFM seminar
IIIUL, B1-01
2013-01-08 14:30
2013-01-08 15:30
2013-01-08
14:30
..
15:30
Tadahisa Funaki (University of Tokyo)
A particle system approximation to the Cole-Hopf solution of the Kardar-Parisi-Zhang equation due to Bertini and Giacomin
implies the invariance of the distribution of geometric Brownian motion for a linear stochastic heat equation. I will discuss
a direct approach to this problem based on a stochastic analytic method. This is a joint work with Jeremy Quastel.
implies the invariance of the distribution of geometric Brownian motion for a linear stochastic heat equation. I will discuss
a direct approach to this problem based on a stochastic analytic method. This is a joint work with Jeremy Quastel.