Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations
E. Weinan, Arnulf Jentzen, Hao Shen

TL;DR
This paper studies the mathematical properties of renormalized powers of Ornstein-Uhlenbeck processes to prove well-posedness and regularity of solutions for stochastic Ginzburg-Landau equations in two and three dimensions.
Contribution
It introduces a rigorous analysis of renormalized powers to establish local existence, uniqueness, and regularity of solutions for stochastic Ginzburg-Landau equations.
Findings
Well-posedness of stochastic Ginzburg-Landau equations in 2D and 3D
Regularity results for solutions
Framework for handling polynomial and quadratic nonlinearities
Abstract
This article analyzes well-definedness and regularity of renormalized powers of Ornstein-Uhlenbeck processes and uses this analysis to establish local existence, uniqueness and regularity of strong solutions of stochastic Ginzburg-Landau equations with polynomial nonlinearities in two space dimensions and with quadratic nonlinearities in three space dimensions.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Mathematical Biology Tumor Growth · Nonlinear Dynamics and Pattern Formation
