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Conservative stochastic PDEs on the whole space
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The purpose of this paper is to establish a well-posedness theory for conservative stochastic partial differential equations on the whole space. This class of stochastic PDEs arises in fluctuating hydrodynamics, and includes the Dean--Kawasaki equation with correlated noise. In combination with the analysis of the authors and Heydecker [35], the connection between fluctuating hydrodynamics and macroscopic fluctuation theory in the context of the zero range particle process is made rigorous.
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Cited by 3 Pith papers
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Stochastic PDEs with correlated, non-stationary Stratonovich noise of Dean--Kawasaki type
A well-posedness theory is established for the inhomogeneous Dean-Kawasaki equation with square-root Stratonovich noise, including a new logarithmic regularization effect.
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Ill-posedness of the pure-noise Dean-Kawasaki equation
The pure-noise Dean-Kawasaki equation with any bounded drift has no measure-valued martingale solutions.
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Small noise fluctuations and large deviations of conservative SPDEs with Dirichlet boundary conditions
Small-noise fluctuations and large deviations of generalized Dean-Kawasaki SPDEs are characterized on C^2 bounded domains with Dirichlet boundary conditions.
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