Abstract
We study unique solvability for one dimensional stochastic pressure equation with diffusion coefficient given by the Wick exponential of log-correlated Gaussian fields. We prove well-posedness for Dirichlet, Neumann and periodic boundary data, and the initial value problem, covering the cases of both the Wick renormalization of the diffusion and of point-wise multiplication. We provide explicit representations for the solutions in both cases, characterized by the S-transform and the Gaussian multiplicative chaos measure.
Original language | English |
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Number of pages | 37 |
Journal | arXiv.org |
Publication status | Submitted - 15 Feb 2024 |
MoE publication type | B1 Non-refereed journal articles |