A frequency-independent bound on trigonometric polynomials of Gaussians and applications
Fanhao Kong, Wenhao Zhao

TL;DR
This paper establishes a frequency-independent bound on trigonometric functions of certain Gaussian random fields, simplifying the analysis of singular stochastic PDEs and broadening the applicability of existing models.
Contribution
It introduces a novel frequency-independent bound on Gaussian trigonometric functions, reducing regularity assumptions in key stochastic PDE models.
Findings
Bound applies to singular Gaussian fields in stochastic PDEs
Enables weaker regularity assumptions in KPZ and $\
Abstract
We prove a frequency-independent bound on trigonometric functions of a class of singular Gaussian random fields, which arise naturally from weak universality problems for singular stochastic PDEs. This enables us to reduce the regularity assumption on the nonlinearity of the microscopic models in KPZ and dynamical in [HX19] and [FG19] to that required by PDE structures.
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Taxonomy
TopicsStochastic processes and financial applications · Financial Risk and Volatility Modeling · Geometry and complex manifolds
