A simple construction of the continuum parabolic Anderson model on R^2

DOI10.1214/ECP.V20-4038MaRDI QIDQ2517271zbMATH OpenWikidataFDO

Authors Cyril Labbé, Martin Hairer

Publication date 17 August 2015

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.00692

zbMATH Keywords

continuous parabolic Anderson modelrenormalizationtime-dependent weightswhite noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We propose a simple construction of the solution to the continuum parabolic Anderson model on $mathbf{R}^2$ which does not rely on any elaborate arguments and makes extensive use of the linearity of the equation. A logarithmic renormalisation is required to counterbalance the divergent product appearing in the equation. Furthermore, we use time-dependent weights in our spaces of distributions in order to construct the solution on the unbounded space $mathbf{R}^2$.

Review text

A simple construction is presented for the solution to the continuum parabolic Anderson model (PAM) \[ \partial_t u_t= \Delta u_t + u_t\cdot \xi \] on \(\mathbb R^2\), where \(\xi\) is a white noise on \(\mathbb R^2\) independent of time. To overcome the difficulty that the divergence product \(u\cdot \xi\) is not well defined due to weaker Hölder regularities of the two arguments, and to construct the solution on the unbounded space rather than on a torus as appeared in some previous papers, a renormalization procedure as well as time-dependent weights for the spaces of distributions are proposed. The construction is, however, not valid for (PAM) in dimension 3 nor the generalized parabolic Anderson model.

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