Related papers: BPHZ Renormalization in Gaussian Rough Paths
Various combinatorially non-local field theories are known to be renormalizable. Still, explicit calculations of amplitudes are very rare and restricted to matrix field theory. In this contribution I want to demonstrate how the BPHZ…
The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…
In this paper, we study a multidimensional backward stochastic differential equation (BSDE) with an additional rough drift (rough BSDE), and give the existence and uniqueness of the adapted solution, either when the terminal value and the…
Calculus via regularizations and rough paths are two methods to approach stochastic integration and calculus close to pathwise calculus. The origin of rough paths theory is purely deterministic, calculus via regularization is based on…
In this note we introduce a new approach to rough and stochastic partial differential equations (RPDEs and SPDEs): we consider general Banach spaces as state spaces and -- for the sake of simiplicity -- finite dimensional sources of noise,…
We study a class of nonlinear Burgers-type stochastic partial differential equations driven by additive space-time white noise in one spatial dimension. Building on the rough path framework initiated by Hairer, which provides a pathwise…
Backward stochastic differential equations (BSDEs) in the sense of Pardoux-Peng [Backward stochastic differential equations and quasilinear parabolic partial differential equations, Lecture Notes in Control and Inform. Sci., 176, 200--217,…
Following the previously developed approach to the calculation of quantum corrections to the effective potential in arbitrary scalar field theories in the leading logarithmic approximation, we extended it to the next-to-leading order. Based…
In this paper, we investigate reflected backward stochastic differential equations driven by rough paths (rough RBSDEs), which can be viewed as probabilistic representations of nonlinear rough partial differential equations (rough PDEs) or…
We give a construction allowing to construct local renormalised solutions to general quasilinear stochastic PDEs within the theory of regularity structures, thus greatly generalising the recent results of [BDH16,FG16,OW16]. Loosely…
It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlled differential equation is locally Lipschitz continuous in…
Renormalized perturbation theory \`a la BPHZ can be founded on causality as analyzed by H. Epstein and V. Glaser in the seventies. Here, we list and discuss a number of additional constraints of algebraic character some of which have to be…
In this article, we show how the theory of rough paths can be used to provide a notion of solution to a class of nonlinear stochastic PDEs of Burgers type that exhibit too high spatial roughness for classical analytical methods to apply. In…
The goal of these notes is to provide an introduction to rough partial differential equations. For this purpose, we will present the theory of rough paths to the extend as it is required. Applications to stochastic partial differential…
Rough paths techniques give the ability to define solutions of stochastic differential equations driven by signals $X$ which are not semimartingales and whose $p$-variation is finite only for large values of $p$. In this context, rough…
The description of symmetry breaking proposed by K. Symanzik within the framework of renormalizable theories is generalized from the geometrical point of view. For an arbitrary compact Lie group, a soft breaking of arbitrary covariance, and…
Renormalization is a powerful technique in statistical physics to extract the large-scale behavior of interacting many-body models. These notes aim to give an introduction to perturbative methods that operate on the level of the stochastic…
Rough path analysis is developed in the full Besov scale. This extends, and essentially concludes, an investigation started by [Pr\"omel--Trabs, Rough differential equations driven by signals in {B}esov spaces. J. Diff. Equ. 2016], further…
The renormalization of a parity-even massless $U(1)\times U(1)$ quantum electrodynamics in three space-time dimensions (QED$_3$) is studied by adopting the Bogoliubov-Parasiuk-Hepp-Zimmermann-Lowenstein (BPHZL) renormalization method. The…
We give meaning to linear and semi-linear (possibly degenerate) parabolic partial differential equations with (affine) linear rough path noise and establish stability in a rough path metric. In the case of enhanced Brownian motion (Brownian…