Open Access
2017 Moment bounds for SPDEs with non-Gaussian fields and application to the Wong-Zakai problem
Ajay Chandra, Hao Shen
Electron. J. Probab. 22: 1-32 (2017). DOI: 10.1214/17-EJP84

Abstract

Upon its inception the theory of regularity structures [7] 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 the 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, as was done in [12]. 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 [13], [16] - as an example we prove here a generalization of the Wong-Zakai Theorem found in [10].

Citation

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Ajay Chandra. Hao Shen. "Moment bounds for SPDEs with non-Gaussian fields and application to the Wong-Zakai problem." Electron. J. Probab. 22 1 - 32, 2017. https://doi.org/10.1214/17-EJP84

Information

Received: 1 May 2016; Accepted: 18 July 2017; Published: 2017
First available in Project Euclid: 9 September 2017

zbMATH: 1379.60064
MathSciNet: MR3698737
Digital Object Identifier: 10.1214/17-EJP84

Subjects:
Primary: 60H15 Stochastic Partial Differential Equations

Keywords: Regularity structures , Stochastic partial differential equations

Vol.22 • 2017
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