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Coming up from $-\infty$ for KPZ via stochastic control
Abstract
We derive a lower bound, independent of the initial condition, for the solution of the KPZ equation on the torus, using its representation as the value function of a stochastic control problem.
With the same techniques we also prove a bound for its oscillation, again independent of initial conditions, which is related to Harnack's inequality for the (rough) heat equation.