A central limit theorem for the KPZ equation

Stochastic Analysis Seminar Series

The KPZ equation driven by space-time Gaussian white noise was solved by Martin Hairer in 2011, using the theory of rough paths (alternatively, the theory of regularity structures) and renormalisation methods. We will discuss our recent work joint with M. Hairer in which we lift the Gaussianity assumption on the driven noise. We show that for a large class of noises under certain mixing condition, the solution converges to the same limit as the case with Gaussian noise. Extra renormalisations are needed, and they come from the higher cumulants of the non-Gaussian noise.


Hao Shen (University of Warwick)

Monday, June 15, 2015 - 14:15
to 15:15