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.
Authors
- Kevin Yang (ORCID: https://orcid.org/0000-0001-8342-6100)
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
- Field-Weighted Citation Impact
- 0.00