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.
Authors
- Jeremy Quastel
- Alejandro F. Ramı́rez (ORCID: https://orcid.org/0000-0003-4437-1930)
- Bálint Virág (ORCID: https://orcid.org/0000-0002-9671-773X)
Institutions
- Pontificia Universidad Católica de Chile (CL)
- University of Toronto (CA)
- New York University Shanghai (CN)
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