Exponential integrability of the solution to the stochastic Burgers equation driven by white noise

Francesco C. De Vecchi, Josef Janák, Enrico Priola

We study stochastic Burgers equation driven by a rough noise $(-\Delta {)}^{\gamma }d{W}_t$, where $\Delta$ is the Laplacian in one dimension with Dirichlet boundary conditions, and $\gamma \in [0,1/4)$. We p…