Stationary measure for the open KPZ equation

Abstract

We provide the first construction of stationary measures for the open KPZ equation on the spatial interval [0,1] with general inhomogeneous Neumann boundary conditions at 0 and 1 depending on real parameters u and v, respectively. When u+v≥ 0 we uniquely characterize the constructed stationary measures through their multipoint Laplace transform which we prove is given in terms of a stochastic process that we call the continuous dual Hahn process.

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