Rescaled Whittaker driven stochastic differential equations converge to the additive stochastic heat equation

DOI10.1214/19-EJP289zbMath1412.60080arXiv1802.05346WikidataQ115240825 ScholiaQ115240825MaRDI QIDQ2631862

Yu-Ting Chen

Publication date: 16 May 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.05346

zbMATH Keywords

stochastic heat equationsstochastic convolutionssurface growth models

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Gaussian fluctuations from the 2D KPZ equation ⋮ Convergences of the rescaled Whittaker stochastic differential equations and independent sums

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