English

The support of singular stochastic PDEs

Probability 2021-12-07 v3 Analysis of 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 H\mathcal{H} of the renormalisation group such that any renormalisation procedure determines a unique coset gHg\circ\mathcal{H}. 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 gHg\circ\mathcal{H}. One immediate corollary of our results is that the Φ34\Phi^4_3 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

R2 v1 2026-06-23T11:13:12.754Z