KPZ fluctuations in the planar stochastic heat equation

We use a version of the Skorokhod integral to give a simple and rigorous formulation of the Wick-ordered stochastic heat equation with planar white noise, representing the free energy of an undirected random polymer. The solution for all times is expressed as the L1-limit of a martingale given by the Feynman–Kac formula and defines a randomized shift, or Gaussian multiplicative chaos (GMC). The fluctuations far from the center are shown to be given by the one-dimensional Kardar–Parisi–Zhang (KPZ) equation.

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Publication Details

Journal
Duke Mathematical Journal
Published
2025-05-15
DOI
https://doi.org/10.1215/00127094-2024-0058
Citations
1
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
2.21
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article

KPZ fluctuations in the planar stochastic heat equation

Jeremy Quastel, Alejandro F. Ramı́rez, Bálint Virág
1 citations
Duke Mathematical Journal
Stochastic processes and financial applications
2.21
article

KPZ fluctuations in the planar stochastic heat equation

Jeremy Quastel, Alejandro F. Ramı́rez, Bálint Virág
article en
1 citations

Abstract

We use a version of the Skorokhod integral to give a simple and rigorous formulation of the Wick-ordered stochastic heat equation with planar white noise, representing the free energy of an undirected random polymer. The solution for all times is expressed as the L1-limit of a martingale given by the Feynman–Kac formula and defines a randomized shift, or Gaussian multiplicative chaos (GMC). The fluctuations far from the center are shown to be given by the one-dimensional Kardar–Parisi–Zhang (KPZ) equation.

Duke Mathematical JournalVol. 174(7)
Pontificia Universidad Católica de Chile (CL), University of Toronto (CA), New York University Shanghai (CN)
Affordable and clean energy
Openalex Percentile: Top 14%
Stochastic processes and financial applications
2.21
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