A central limit theorem for the KPZ equation

Citation
Hairer, Martin et Shen, Hao, A central limit theorem for the KPZ equation, Annals of probability (Online) , 45(6B), 2017, pp. 4167-4221
ISSN journal
2168894X
Volume
45
Issue
6B
Year of publication
2017
Pages
4167 - 4221
Database
ACNP
SICI code
Abstract
We consider the KPZ equation in one space dimension driven by a stationary centred space.time random field, which is sufficiently integrable and mixing, but not necessarily Gaussian. We show that, in the weakly asymmetric regime, the solution to this equation considered at a suitable large scale and in a suitable reference frame converges to the Hopf.Cole solution to the KPZ equation driven by space.time Gaussian white noise. While the limiting process depends only on the integrated variance of the driving field, the diverging constants appearing in the definition of the reference frame also depend on higher order moments.