Nondivergence form quasilinear heat equations driven by space-time white noise
Probability
2020-05-11 v2 Analysis of PDEs
Abstract
We give a Wong-Zakai type characterisation of the solutions of quasilinear heat equations driven by space-time white noise in dimensions. In order to show that the renormalisation counterterms are local in the solution, a careful arrangement of a few hundred terms is required. The main tool in this computation is a general integration by parts formula that provides a number of linear identities for the renormalisation constants.
Keywords
Cite
@article{arxiv.1902.07635,
title = {Nondivergence form quasilinear heat equations driven by space-time white noise},
author = {Máté Gerencsér},
journal= {arXiv preprint arXiv:1902.07635},
year = {2020}
}
Comments
23 pages