The support of singular stochastic PDEs
Abstract
We obtain a generalisation of the Stroock-Varadhan support theorem for a large class of systems of subcritical singular stochastic PDEs driven by a noise that is either white or approximately self-similar. The main problem that we face is the presence of renormalisation. In particular, it may happen in general that different renormalisation procedures yield solutions with different supports. One of the main steps in our construction is the identification of a subgroup of the renormalisation group such that any renormalisation procedure determines a unique coset . The support of the solution then only depends on this coset and is obtained by taking the closure of all solutions obtained by replacing the driving noises by smooth functions in the equation that is renormalised by some element of . One immediate corollary of our results is that the measure in finite volume has full support and that the associated Langevin dynamic is exponentially ergodic.
Keywords
Cite
@article{arxiv.1909.05526,
title = {The support of singular stochastic PDEs},
author = {Martin Hairer and Philipp Schönbauer},
journal= {arXiv preprint arXiv:1909.05526},
year = {2021}
}
Comments
Accepted version