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arxiv: 1105.2779 · v2 · pith:64HWHXSCnew · submitted 2011-05-13 · 🧮 math.PR

A skew stochastic heat equation

classification 🧮 math.PR
keywords driftequationexplicitheatsingularsolutionstochasticappears
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We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We obtain existence of a Markov solution, which is associated with an explicit Dirichlet form. Moreover we study approximations of the stationary solution by means of a regularization of the singular drift or by a finite-dimensional projection.

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