Integration by parts and invariant measure for KPZ
Using Stein’s method and a Gaussian integration by parts, we provide a direct proof of the known fact that drifted Brownian motions are invariant measures (modulo height) for the KPZ equation.
Authors
- Jeremy Quastel
- Yu Gu (ORCID: https://orcid.org/0000-0003-2353-063X)
Institutions
- University of Toronto (CA)
- University of Maryland, College Park (US)
Publication Details
- Journal
- Transactions of the American Mathematical Society
- Published
- 2025-10-02
- DOI
- https://doi.org/10.1090/tran/9542
- Citations
- 1
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 2.21