Moment bounds for SPDEs with non-Gaussian fields and application to the Wong-Zakai problem
Moment bounds for SPDEs with non-Gaussian fields and application to the Wong-Zakai problem
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DOI：
10.1214/17-ejp84
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发表时间：
2016-05
期刊：
影响因子：
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通讯作者：
A. Chandra;Hao Shen
中科院分区：
文献类型：
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作者：
A. Chandra;Hao Shen
在其成立之初，正则性结构理论允许处理由时空白色噪声驱动的随机热方程的许多半线性扰动。当驱动噪声是非高斯的理论机器仍然可以使用，但必须与无限数量的随机估计相结合，以补偿超收缩性的损失。在本文中，我们得到了一个更精简和自动的一套标准，这意味着这些估计，有利于治疗的一些其他问题，包括非高斯噪声，如一些一般的相位共存模型-作为一个例子，我们证明了这里的推广的王Zakai定理发现Hairer和Pardoux。
Upon its inception the theory of regularity structures allowed for the treatment for many semilinear perturbations of the stochastic heat equation driven by space-time white noise. When the driving noise is non-Gaussian the machinery of theory can still be used but must be combined with an infinite number of stochastic estimates in order to compensate for the loss of hypercontractivity. In this paper we obtain a more streamlined and automatic set of criteria implying these estimates which facilitates the treatment of some other problems including non-Gaussian noise such as some general phase coexistence models - as an example we prove here a generalization of the Wong-Zakai Theorem found by Hairer and Pardoux.