Moment bounds for SPDEs with non-Gaussian fields and application to the Wong-Zakai problem
File(s)
Published version
Author(s)
Chandra, Ajay
Shen, Hao
Type
Journal Article
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].
Date Issued
2017-09-09
Date Acceptance
2017-07-18
Citation
Electronic Journal of Probability, 2017, 22
ISSN
1083-6489
Publisher
Institute of Mathematical Statistics
Journal / Book Title
Electronic Journal of Probability
Volume
22
Copyright Statement
© 2017 The Author(s). This article is available open access under a Creative Commons Attribution Licence (https://creativecommons.org/licenses/by/2.5/legalcode)
Subjects
0104 Statistics
0105 Mathematical Physics
Statistics & Probability
Publication Status
Published
Article Number
68
Date Publish Online
2017-09-09