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- TitleExistence of martingale solutions and large-time behavior for a stochastic mean curvature flow of graphs
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- Is part ofProbability Theory and Related Fields, Vol. 179, page 407-449
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- LanguageEnglish
- Document typeJournal Article
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We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. For the first time, we are able to construct martingale solutions which satisfy the equation pointwise and not only in a generalized (distributional or viscosity) sense. Moreover, we study their large-time behavior. Our analysis is based on a viscous approximation and new global bounds, namely, an L-w,x,t(infinity) estimate for the gradient and an L-w, x,t(2) bound for the Hessian. The proof makes essential use of the delicate interplay between the deterministic mean curvature part and the stochastic perturbation, which permits to show that certain gradient-dependent energies are supermartingales. Our energy bounds in particular imply that solutions become asymptotically spatially homogeneous and approach a Brownian motion perturbed by a random constant.
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