Asymptotics of PDE in random environment by paracontrolled calculus

Tadahisa Funaki, Masato Hoshino, Sunder Sethuraman, Bin Xie

研究成果: Article査読

1 被引用数 (Scopus)

抄録

We apply the paracontrolled calculus to study the asymptotic behavior of a certain quasilinear PDE with smeared mild noise, which originally appears as the space-time scaling limit of a particle system in random environment on one dimensional discrete lattice. We establish the convergence result and show a local in time well-posedness of the limit stochastic PDE with spatial white noise. It turns out that our limit stochastic PDE does not require any renormalization. We also show a comparison theorem for the limit equation.

本文言語English
ページ(範囲)1702-1735
ページ数34
ジャーナルAnnales de l'institut Henri Poincare (B) Probability and Statistics
57
3
DOI
出版ステータスPublished - 2021 8月

ASJC Scopus subject areas

  • 統計学および確率
  • 統計学、確率および不確実性

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