A skew stochastic heat equation
Probability
2011-10-24 v2
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.
Cite
@article{arxiv.1105.2779,
title = {A skew stochastic heat equation},
author = {Said Karim Bounebache and Lorenzo Zambotti},
journal= {arXiv preprint arXiv:1105.2779},
year = {2011}
}