The stationary O'Connell-Yor polymer increments converge to energy solutions of the stochastic Burgers equation without using the Cole-Hopf transform.
The KPZ Equation on the Real Line
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abstract
We prove existence and uniqueness of distributional solutions to the KPZ equation globally in space and time, with techniques from paracontrolled analysis. Our main tool for extending the analysis on the torus to the full space is a comparison result that gives quantitative upper and lower bounds for the solution. We then extend our analysis to provide a path-by-path construction of the random directed polymer measure on the real line and we derive a variational characterisation of the solution to the KPZ equation.
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2019 1verdicts
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Stationary Directed Polymers and Energy Solutions of the Burgers Equation
The stationary O'Connell-Yor polymer increments converge to energy solutions of the stochastic Burgers equation without using the Cole-Hopf transform.