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

Author(s): E, Weinan; Jentzen, Arnulf; Shen, Hao

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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.
Publication Date: Sep-2016
Electronic Publication Date: 25-May-2016
Citation: E, Weinan, Jentzen, Arnulf, Shen, Hao. (2016). Renormalized powers of Ornstein–Uhlenbeck processes and well-posedness of stochastic Ginzburg–Landau equations. Nonlinear Analysis, 142 (152 - 193. doi:10.1016/j.na.2016.03.001
DOI: doi:10.1016/j.na.2016.03.001
ISSN: 0362-546X
Pages: 152 - 193
Type of Material: Journal Article
Journal/Proceeding Title: Nonlinear Analysis
Version: Author's manuscript



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