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arXiv · 1302.5930

Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations

E. Weinan·Arnulf Jentzen·Hao Shen
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Abstract

This article analyzes well-definedness and regularity of renormalized powers of Ornstein-Uhlenbeck processes and uses this analysis to establish local existence, uniqueness and regularity of strong solutions of stochastic Ginzburg-Landau equations with polynomial nonlinearities in two space dimensions and with quadratic nonlinearities in three space dimensions.

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E. Weinan, Arnulf Jentzen, Hao Shen. 2013-02-24. Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations. https://doi.org/10.1016/j.na.2016.03.001

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