相关论文: Paracontrolled Distributions and the 3-dimensional…

We aim to give a pedagogic and essentially self-contained presentation of the construction of various stochastic objects appearing in the dynamical $\Phi^4_3$ model. The construction presented here is based on the use of paraproducts. The…

The present paper is a continuation of our previous work on the stochastic quantization of the $\exp(\Phi)_2$-quantum field model on the two-dimensional torus. Making use of key properties of Gaussian multiplicative chaos and refining the…

In this paper we consider multi-dimensional partial differential equations of parabolic type involving divergence form operators that possess a discontinuous coefficient matrix along some smooth interface. The solution of the equation is…

This paper analyzes a discretization of a stochastic parabolic optimal control problem, where the diffusion term contains the control variable. With rough data, the convergence of the discretization is derived. In addition, a Monte-Carlo…

The non-perturbative autonomous renormalization of the scalar $\Phi^4$-model is applied in the framework of stochastic quantization. I show that this requires a selective, momentum-dependent renormalization of the Onsager coefficient…

Using the recently introduced parametric representation of non-commutative quantum field theory, we implement here the dimensional regularization and renormalization of the vulcanized $\Phi^{\star 4}_4$ model on the Moyal space.

We construct a piecewise linear approximation for the dynamical $\Phi_3^4$ model on $\mathbb{T}^3$ by the theory of regularity structures in [Hai14]. For the dynamical $\Phi^4_3$ model it is proved in [Hai14] that a renormalisation has to…

We develop a Renormalization Group (RG) approach to the study of existence and uniqueness of solutions to stochastic partial differential equations driven by space-time white noise. As an example we prove well-posedness and independence of…

Extending the usual Ginzburg-Landau theory for the random-field Ising model, the possibility of dimensional reduction is reconsidered. A renormalization group for the probability distribution of magnetic impurities is applied. New…

"Quantum trajectories" are solutions of stochastic differential equations of non-usual type. Such equations are called "Belavkin" or "Stochastic Schr\"odinger Equations" and describe random phenomena in continuous measurement theory of Open…

This paper is concerned with the internal distributed control problem for the 1D Schroedinger equation, $i\,u_t(x,t)=-u_{xx}+\alpha(x)\,u+m(u)\,u,$ that arises in quantum semiconductor models. Here $m(u)$ is a non local Hartree--type…

The paper presents results about strong metric subregularity of the optimality mapping associated with the system of first-order necessary optimality conditions for a problem of optimal control of a semilinear parabolic equation. The…

We develop further in this work the high order paracontrolled calculus setting to deal with the analytic part of the study of quasilinear singular PDEs. A number of continuity results for some operators are proved for that purpose. Unlike…

In this Note, we review the main existing results, methods, and some key open problems on the controllability of nonlinear hyperbolic and parabolic equations. Especially, we describe our recent universal approach to solve the local…

We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally H\"older continuous with exponent $\delta\in (0,…

This paper is concerned with a linear-quadratic (LQ, for short) optimal control problem for backward stochastic differential equations (BSDEs, for short), where the coefficients of the backward control system and the weighting matrices in…

We prove a stochastic representation formula for the viscosity solution of Dirichlet terminal-boundary value problem for a degenerate Hamilton-Jacobi-Bellman integro-partial differential equation in a bounded domain. We show that the unique…

We consider backward fractional Kolmogorov equations with singular Besov drift of low regularity and singular terminal conditions. To treat drifts beyond the socalled Young regime, we assume an enhancement assumption on the drift and…

We develop a quantitative theory of stochastic homogenization for linear, uniformly parabolic equations with coefficients depending on space and time. Inspired by recent works in the elliptic setting, our analysis is focused on certain…

We consider a non-linear parabolic partial differential equation (PDE) on $\mathbb R^d$ with a distributional coefficient in the non-linear term. The distribution is an element of a Besov space with negative regularity and the non-linearity…