Abstrakti
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.
Alkuperäiskieli | Englanti |
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Sivumäärä | 37 |
Julkaisu | arXiv.org |
Tila | Jätetty - 15 helmik. 2024 |
OKM-julkaisutyyppi | B1 Kirjoitus tieteellisessä aikakauslehdessä |