KPZ fluctuations in the planar stochastic heat equation

Jeremy Quastel, Alejandro Ramirez, Balint Virag

Published: 2022/10/24

Abstract

We use a version of the Skorokhod integral to give a simple and rigorous formulation of the Wick-ordered (stochastic) heat equation with planar white noise, representing the free energy of an undirected random polymer. The solution for all times is expressed as the L1 limit of a martingale given by the Feyman-Kac formula and defines a randomized shift, or Gaussian multiplicative chaos. The fluctuations far from the centre are shown to be given by the one-dimensional KPZ equation.