English

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 1+11+1 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}
}

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23 pages