Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations

DOI10.1016/J.NA.2016.03.001zbMATH Open1342.60094arXiv1302.5930OpenAlexW2963627731MaRDI QIDQ298319FDOQ298319

Authors: Arnulf Jentzen, Hao Shen, Weinan E 

Publication date: 20 June 2016

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Abstract: This article analyzes well-definedness and regularity of renormalized powers of Ornstein-Uhlenbeck processes and uses this analysis to establish local existence, uniqueness and regularity of strong solutions of stochastic Ginzburg-Landau equations with polynomial nonlinearities in two space dimensions and with quadratic nonlinearities in three space dimensions.

Full work available at URL: https://arxiv.org/abs/1302.5930

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zbMATH Keywords

Ornstein-Uhlenbeck processesrenormalizationstochastic Ginzburg-Landau equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

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Cited In (12)

• A theory of regularity structures
• Optimal integrability threshold for Gibbs measures associated with focusing NLS on the torus
• Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations
• On ill-posedness of nonlinear stochastic wave equations driven by rough noise
• Comparing the stochastic nonlinear wave and heat equations: a case study
• On the two-dimensional hyperbolic stochastic sine-Gordon equation
• On stochastic differential equations driven by the renormalized square of the Gaussian white noise
• Study of a fractional stochastic heat equation
• A second-quantized Kolmogorov-Chentsov theorem via the operator product expansion
• A nonlinear Schrödinger equation with fractional noise
• On the parabolic and hyperbolic Liouville equations
• Probabilistic local Cauchy theory of the cubic nonlinear wave equation in negative Sobolev spaces

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