Solving the KPZ equation

Understand

We introduce a new concept of solution to the KPZ equation which is shown to extend the classical Cole-Hopf solution.

• This notion provides a factorisation of the Cole-Hopf solution map into a "universal" measurable map from the probability space into an explicitly described auxiliary metric space, composed with a new solution map that has very good continuity properties.
• The advantage of such a formulation is that it essentially provides a pathwise notion of a solution, together with a very detailed approximation theory.
• In particular, our construction completely bypasses the Cole-Hopf transform, thus laying the groundwork for proving that the KPZ equation describes the fluctuations of systems in the KPZ universality class.