A skew stochastic heat equation

Abstract : 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.
Type de document :
Pré-publication, Document de travail
2011
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00634813
Contributeur : Lorenzo Zambotti <>
Soumis le : lundi 24 octobre 2011 - 07:04:38
Dernière modification le : lundi 29 mai 2017 - 14:26:03

Identifiants

  • HAL Id : hal-00634813, version 1
  • ARXIV : 1105.2779

Collections

UPMC | INSMI | PMA | USPC

Citation

Said Karim Bounebache, Lorenzo Zambotti. A skew stochastic heat equation. 2011. 〈hal-00634813〉

Partager

Métriques

Consultations de la notice

84