Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs
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DOI: 10.1007/s00440-018-0859-4
Abstract: In this article, we propose a wellposedness theory for a class of second order backward doubly stochastic differential equation (2BDSDE). We prove existence and uniqueness of the solution under a Lipschitz type assumption on the… read more here.
Keywords: nonlinear stochastic; fully nonlinear; stochastic pdes; probabilistic interpretation ... See more keywords
Renormalisation of parabolic stochastic PDEs
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DOI: 10.1007/s11537-018-1742-x
Abstract: We give a survey of recent result regarding scaling limits of systems from statistical mechanics, as well as the universality of the behaviour of such systems in so-called cross-over regimes. It transpires that some of… read more here.
Keywords: stochastic pdes; renormalisation parabolic; parabolic stochastic;
Stochastic PDEs with heavy-tailed noise
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DOI: 10.1016/j.spa.2016.10.011
Abstract: We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise on unbounded domains and in arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an… read more here.
Keywords: tailed noise; pdes heavy; stochastic pdes; heavy tailed ... See more keywords