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Invariant measure for linear stochastic heat equation related to the KPZ equation

Seminário do GFM
IIIUL, B1-01
2013-01-08 14:30 .. 15:30
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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.