Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential

DOI10.1214/17-AOP1213zbMath1407.60109arXiv1501.04751MaRDI QIDQ1647740

Publication date: 26 June 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.04751

zbMATH Keywords

polymer measure paracontrolled calculus singular SPDEs singular SDEs

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

On path-dependent SDEs involving distributional drifts, Positive random walks and an identity for half-space SPDEs, Multidimensional SDE with distributional drift and Lévy noise, Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential, Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential, Singular HJB equations with applications to KPZ on the real line, Weak regularization by stochastic drift: result and counter example, Synchronization for KPZ, A stochastic sewing lemma and applications, A Littlewood-Paley description of modelled distributions, On multidimensional stable-driven stochastic differential equations with Besov drift, Fluctuations of the Winding Number of a Directed Polymer on a Cylinder, Deterministic dynamics and randomness in PDE. Abstracts from the workshop held May 22--28, 2022, Universality: random matrices, random geometry and SPDEs. Abstracts from the workshop held May 29 -- June 4, 2022, Regularisation by regular noise, Weak Dirichlet processes and generalized martingale problems, Evolution of a passive particle in a one-dimensional diffusive environment, Singular kinetic equations and applications, Quantitative heat-kernel estimates for diffusions with distributional drift, Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients, McKean SDEs with singular coefficients, An invariance principle for the two-dimensional parabolic Anderson model with small potential, Some recent progress in singular stochastic partial differential equations, The infinitesimal generator of the stochastic Burgers equation, Quasilinear rough partial differential equations with transport noise, Hyperviscous stochastic Navier–Stokes equations with white noise invariant measure, An Itô formula for rough partial differential equations and some applications, KPZ reloaded, Chaos expansion of 2D parabolic Anderson model, Martingale driven BSDEs, PDEs and other related deterministic problems, A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis, The KPZ equation on the real line, Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness, Semilinear evolution equations for the Anderson Hamiltonian in two and three dimensions, HIGH ORDER PARACONTROLLED CALCULUS, Scaling limit of a directed polymer among a Poisson field of independent walks, Asymptotics of PDE in random environment by paracontrolled calculus, Quasilinear generalized parabolic Anderson model equation, Strong regularization by Brownian noise propagating through a weak Hörmander structure, Global solvability and convergence to stationary solutions in singular quasilinear stochastic PDEs, \(\sqrt{\log t}\)-superdiffusivity for a Brownian particle in the curl of the 2D GFF, A numerical scheme for stochastic differential equations with distributional drift, Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result

Cites Work