Nonlinear parabolic stochastic differential equations with additive colored noise on R^ d R_ +: A regulated stochastic quantization
We prove the existence of solutions to the nonlinear parabolic stochastic differential equation \[ (\partial /\partial t-\Delta)\phi =- V'(\phi)+\eta_ c \] for polynomials V of even degree with positive leading coefficient and \(\eta_ c\) a Gaussian colored noise process on \({\mathbb{R}}^ d\times {\mathbb{R}}_+\). When \(\eta_ c\) is colored enough that the Gaussian solution to the linear problem has Hölder continuous covariance, the nongaussian processes are almost surely realized by continuous functions. Uniqueness, regularity properties, asymptotic perturbation expansions and nonperturbation fluctuation bounds are obtained for the infinite volume processes. These equations are a cutoff version of the Parisi-Wu [\textit{G. Parisi} and \textit{Y. S. Wu}, Sci. Sin. 24, No. 4, 483--496 (1981; Zbl 1480.81051)] stochastic quantization procedure for \(P(\phi)_ d\) models, and the results of this paper rigorously establish the nonperturbative nature of realization via modification of the noise process. In the limit \(\eta_ c\to Gaussian\) white noise we find that the asymptotic expansion and the rigorous bounds agree for processes corresponding to the (regulated) stochastic quantization of super- renormalizable and small coupling, strictly renormalizable scalar field theories and disagree for nonrenormalizable models.
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