Paracontrolled KPZ equation

Nicolas Perkowski (HU Berlin)
Wednesday, October 14, 2015 - 6:00pm
TU Berlin, Raum MA041, Straße des 17. Juni 136, 10623 Berlin

I will present several results that can be obtained by analyzing the KPZ equation using paracontrolled distributions. For example, we will see that the solution to KPZ is given by the value function of an optimal control problem, where a Brownian motion is steered through a white noise potential. We will also study discretizations la Sasamoto-Spohn and prove their convergence to the KPZ equation or a modified version of it.

This is joint work with Massimiliano Gubinelli.