English

Renormalisation in the presence of variance blowup

Probability 2024-12-23 v2

Abstract

We show that if one drives the KPZ equation by the derivative of a space-time white noise smoothened out at scale ε1\varepsilon \ll 1 and multiplied by ε3/4\varepsilon^{3/4} then, as ε0\varepsilon \to 0, solutions converge to the Cole-Hopf solutions to the KPZ equation driven by space-time white noise. In the same vein, we also show that if one drives an SDE by fractional Brownian motion with Hurst parameter H<1/4H < 1/4, smoothened out at scale ε1\varepsilon \ll 1 and multiplied by ε1/4H\varepsilon^{1/4-H} then, as ε0\varepsilon \to 0, solutions converge to an SDE driven by white noise. The mechanism giving rise to both results is the same, but the proof techniques differ substantially.

Keywords

Cite

@article{arxiv.2401.10868,
  title  = {Renormalisation in the presence of variance blowup},
  author = {Martin Hairer},
  journal= {arXiv preprint arXiv:2401.10868},
  year   = {2024}
}

Comments

Accepted version