Search Results - "Hairer, Martin"
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1
Renormalisation of parabolic stochastic PDEs
Published in Japanese journal of mathematics (01-09-2018)“…We give a survey of recent result regarding scaling limits of systems from statistical mechanics, as well as the universality of the behaviour of such systems…”
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A CLASS OF GROWTH MODELS RESCALING TO KPZ
Published in Forum of mathematics. Pi (2018)“…We consider a large class of $1+1$ -dimensional continuous interface growth models and we show that, in both the weakly asymmetric and the intermediate…”
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3
Large‐Scale Behavior of Three‐Dimensional Continuous Phase Coexistence Models
Published in Communications on pure and applied mathematics (01-04-2018)“…We study a class of three‐dimensional continuous phase coexistence models, and show that, under different symmetry assumptions on the potential, the…”
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4
LOSS OF REGULARITY FOR KOLMOGOROV EQUATIONS
Published in The Annals of probability (01-03-2015)“…The celebrated Hörmander condition is a sufficient (and nearly necessary) condition for a second-order linear Kolmogorov partial differential equation (PDE)…”
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5
SPECTRAL GAPS FOR A METROPOLIS–HASTINGS ALGORITHM IN INFINITE DIMENSIONS
Published in The Annals of applied probability (01-12-2014)“…We study the problem of sampling high and infinite dimensional target measures arising in applications such as conditioned diffusions and inverse problems. We…”
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6
The support of singular stochastic partial differential equations
Published in Forum of mathematics. Pi (01-01-2022)“…We obtain a generalisation of the Stroock–Varadhan support theorem for a large class of systems of subcritical singular stochastic partial differential…”
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7
SMOOTHNESS OF THE DENSITY FOR SOLUTIONS TO GAUSSIAN ROUGH DIFFERENTIAL EQUATIONS
Published in The Annals of probability (01-01-2015)“…We consider stochastic differential equations of the form dYt = V(Yt)dXt + V0(Yt)dt driven by a multi-dimensional Gaussian process. Under the assumption that…”
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REGULARITY OF LAWS AND ERGODICITY OF HYPOELLIPTIC SDES DRIVEN BY ROUGH PATHS
Published in The Annals of probability (01-07-2013)“…We consider differential equations driven by rough paths and study the regularity of the laws and their long time behavior. In particular, we focus on the case…”
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A Theory of Hypoellipticity and Unique Ergodicity for Semilinear Stochastic PDEs
Published in Electronic journal of probability (01-01-2011)Get full text
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WEAK ERROR ESTIMATES FOR TRAJECTORIES OF SPDEs UNDER SPECTRAL GALERKIN DISCRETIZATION
Published in Journal of computational mathematics (01-01-2018)“…We consider stochastic semi-linear evolution equations which are driven by additive, spatially correlated, Wiener noise, and in particular consider problems of…”
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11
Approximating Rough Stochastic PDEs
Published in Communications on pure and applied mathematics (01-05-2014)“…We study approximations to a class of vector‐valued equations of Burgers type driven by a multiplicative space‐time white noise. A solution theory for this…”
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12
Solving the KPZ equation
Published in Annals of mathematics (01-09-2013)“…We introduce a new concept of solution to the KPZ equation which is shown to extend the classical Cole-Hopf solution. This notion provides a factorisation of…”
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13
A version of Hörmander's theorem for the fractional Brownian motion
Published in Probability theory and related fields (01-11-2007)“…It is shown that the law of an SDE driven by fractional Brownian motion with Hurst parameter greater than 1/2 has a smooth density with respect to Lebesgue…”
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14
Triviality of the 2D stochastic Allen-Cahn equation
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15
A simple construction of the continuum parabolic Anderson model on $\mathbf{R}^2
Published in Electronic communications in probability (01-01-2015)“…We propose a simple construction of the solution to the continuum parabolic Anderson model on $\mathbf{R}^2$ which does not rely on any elaborate arguments and…”
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16
The Dynamical Sine-Gordon Model
Published in Communications in mathematical physics (01-02-2016)“…We introduce the dynamical sine-Gordon equation in two space dimensions with parameter β , which is the natural dynamic associated to the usual quantum…”
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17
The BPHZ Theorem for Regularity Structures via the Spectral Gap Inequality
Published in Archive for rational mechanics and analysis (01-02-2024)“…We provide a relatively compact proof of the BPHZ theorem for regularity structures of decorated trees in the case where the driving noise satisfies a suitable…”
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18
A CENTRAL LIMIT THEOREM FOR THE KPZ EQUATION
Published in The Annals of probability (01-11-2017)“…We consider the KPZ equation in one space dimension driven by a stationary centred space–time random field, which is sufficiently integrable and mixing, but…”
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19
Exponential ergodicity for Markov processes with random switching
Published in Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability (01-02-2015)“…We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of…”
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The Φ34 Measure Has Sub-Gaussian Tails
Published in Journal of statistical physics (2022)“…We provide a very simple argument showing that the Φ 3 4 measure does have quartic exponential tails, as expected from its formal expression. This shows that…”
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