The support of singular stochastic partial differential equations
File(s)
Author(s)
Hairer, Martin
Schonbauer, Philipp
Type
Journal Article
Abstract
We obtain a generalisation of the Stroock–Varadhan support theorem for a large class of systems of subcritical singular stochastic partial differential equations driven by a noise that is either white or approximately self-similar. The main problem that we face is the presence of renormalisation. In particular, it may happen in general that different renormalisation procedures yield solutions with different supports. One of the main steps in our construction is the identification of a subgroup H of the renormalisation group such that any renormalisation procedure determines a unique coset g∘H . The support of the solution then depends only on this coset and is obtained by taking the closure of all solutions obtained by replacing the driving noises by smooth functions in the equation that is renormalised by some element of g∘H .
One immediate corollary of our results is that the Φ
4
3
measure in finite volume has full support, and the associated Langevin dynamic is exponentially ergodic.
One immediate corollary of our results is that the Φ
4
3
measure in finite volume has full support, and the associated Langevin dynamic is exponentially ergodic.
Date Issued
2022-01-14
Date Acceptance
2022-01-01
Citation
Forum of Mathematics, Pi, 2022, 10 (e1), pp.1-127
ISSN
2050-5086
Publisher
Cambridge University Press
Start Page
1
End Page
127
Journal / Book Title
Forum of Mathematics, Pi
Volume
10
Issue
e1
Copyright Statement
© The Author(s), 2022. Published by Cambridge University Press. This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (https://creativecommons.org/licenses/by/4.0/), which permits unrestricted re-use, distribution, and reproduction in any medium, provided the original work is properly cited.
License URL
Sponsor
The Leverhulme Trust
Commission of the European Communities
The Royal Society
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000742377600001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Grant Number
RL-2012-020-Transfer In
615897
RP/R1/191065
Subjects
Science & Technology
Physical Sciences
Mathematics, Applied
Mathematics
THEOREM
APPROXIMATION
DRIVEN
QUANTIZATION
Publication Status
Published
Article Number
ARTN e1
Date Publish Online
2022-01-14