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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