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Characterization of the support for Wick powers of the additive stochastic heat equation

Probability 2020-02-03 v1

Abstract

Let ZZ be the stationary solution of the additive stochastic heat equation tZ=(Δ1)Z+ξ\partial_t Z = (\Delta - 1) Z + \xi on the two-dimensional torus, where ξ\xi is the space-time white noise. The aim of this paper is to determine the support of Wick powers {Z:k:}k=1\{Z^{:k:}\}_{k=1}^{\infty}. This leads to an elementary proof of a support theorem for the dynamic P(Φ)2P(\Phi)_2 equation. In addition, we show that the approach can be used to determine the support of the law of the Gaussian multiplicative chaos in the L2L^2-phase.

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Cite

@article{arxiv.2001.11705,
  title  = {Characterization of the support for Wick powers of the additive stochastic heat equation},
  author = {Toyomu Matsuda},
  journal= {arXiv preprint arXiv:2001.11705},
  year   = {2020}
}

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29 pages