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A skew stochastic heat equation
- Publication Year :
- 2011
-
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.
- Subjects :
- Mathematics - Probability
Primary 60H07, 60H15, 60J55, Secondary 31C25
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1105.2779
- Document Type :
- Working Paper