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Paper detail

A skew stochastic heat equation

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.

preprint2011arXivOpen access
Said Karim BounebacheLorenzo Zambotti
math.PR
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Said Karim BounebacheLorenzo Zambotti

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