Some recent progress in singular stochastic PDEs
Probability
2019-04-02 v1 Analysis of PDEs
Abstract
Stochastic PDEs are ubiquitous in mathematical modeling. Yet, many such equations are too singular to admit classical treatment. In this article we review some recent progress in defining, approximating and studying the properties of a few examples of such equations. We focus mainly on the dynamical Phi4 equation, KPZ equation and Parabolic Anderson Model, as well as touch on a few other equations which arise mainly in physics.
Cite
@article{arxiv.1904.00334,
title = {Some recent progress in singular stochastic PDEs},
author = {Ivan Corwin and Hao Shen},
journal= {arXiv preprint arXiv:1904.00334},
year = {2019}
}
Comments
41 pages