Renormalization of stochastic nonlinear heat and wave equations driven by subordinate cylindrical Brownian noises
DOI10.1007/S40072-023-00296-8zbMATH Open1543.60077MaRDI QIDQ6571438
Publication date: 12 July 2024
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
renormalizationstochastic nonlinear heat equationstochastic nonlinear wave equationsubordinate cylindrical Brownian motion
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15) Second-order semilinear hyperbolic equations (35L71)
Cites Work
- Title not available (Why is that?)
- A theory of regularity structures
- Structural properties of semilinear SPDEs driven by cylindrical stable processes
- Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises
- A note on stability of SPDEs driven by \(\alpha\)-stable noises
- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
- The stochastic Strichartz estimates and stochastic nonlinear Schrödinger equations driven by Lévy noise
- Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Strong solutions to the stochastic quantization equations.
- Stochastic reaction-diffusion equations driven by jump processes
- Paracontrolled distributions and the 3-dimensional stochastic quantization equation
- The dynamics of nonlinear reaction-diffusion equations with small Lévy noise
- Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise
- Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
- Stochastic quantization associated with the \(\exp(\Phi)_2\)-quantum field model driven by space-time white noise on the torus
- Comparing the stochastic nonlinear wave and heat equations: a case study
- Randomly forced nonlinear PDEs and statistical hydrodynamics in 2 space dimensions
- Global well-posedness of the dynamic \(\Phi^{4}\) model in the plane
- The nonlinear Schrödinger equation driven by jump processes
- Mathematics of Two-Dimensional Turbulence
- PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES
- Fourier Analysis and Nonlinear Partial Differential Equations
- The Malliavin Calculus and Related Topics
- Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces
- Renormalization of the two-dimensional stochastic nonlinear wave equations
- Lévy Processes and Stochastic Calculus
- Global Dynamics for the Two-dimensional Stochastic Nonlinear Wave Equations
- Stochastic Partial Differential Equations with Levy Noise
- Paracontrolled approach to the three-dimensional stochastic nonlinear wave equation with quadratic nonlinearity
This page was built for publication: Renormalization of stochastic nonlinear heat and wave equations driven by subordinate cylindrical Brownian noises
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6571438)