KPZ equation from a class of nonlinear SPDEs in infinite volume

Abstract We study a general class of nonlinear Ginzburg–Landau SPDEs in infinite volume under weak nonlinearity scaling and with non-equilibrium initial data. We derive the KPZ equation as a continuum limit of these equations. This makes rigorous the original derivation of the KPZ equation from physics [31] in the full-space setting, which was a problem posed in [27]. Our analysis is based on a stochastic heat kernel for a linearization of said SPDEs.

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Publication Details

Journal
Probability Theory and Related Fields
Published
2026-07-22
DOI
https://doi.org/10.1007/s00440-026-01521-w
Primary Topic
Stochastic processes and financial applications
Type
article
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article

KPZ equation from a class of nonlinear SPDEs in infinite volume

Kevin Yang
Probability Theory and Related Fields
Stochastic processes and financial applications
article

KPZ equation from a class of nonlinear SPDEs in infinite volume

Kevin Yang
article en

Abstract

Abstract We study a general class of nonlinear Ginzburg–Landau SPDEs in infinite volume under weak nonlinearity scaling and with non-equilibrium initial data. We derive the KPZ equation as a continuum limit of these equations. This makes rigorous the original derivation of the KPZ equation from physics [31] in the full-space setting, which was a problem posed in [27]. Our analysis is based on a stochastic heat kernel for a linearization of said SPDEs.

Probability Theory and Related Fields
Openalex Percentile: Top 5%
Stochastic processes and financial applications
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