Proves that E[exp(λ sup_t ||X_t^x||_L2^2)] is finite for the stochastic Burgers equation driven by (-Δ)^γ dW with γ < 1/4 using Boué-Dupuis and Da Prato-Debussche methods.
Springer, New York, third edition
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Presents a physical-space proof of Bouchut-Hörmander transfer-of-regularity estimates for kinetic equations at weak local diffusion scale via explicit mollification defect along critical trajectories.
Variants of the Coifman-Meyer multilinear multiplier theorem are established, including cases outside existing theories, to support distributional definitions of the Jacobian and Hessian determinants.
citing papers explorer
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Exponential integrability of the solution to the stochastic Burgers equation driven by white noise
Proves that E[exp(λ sup_t ||X_t^x||_L2^2)] is finite for the stochastic Burgers equation driven by (-Δ)^γ dW with γ < 1/4 using Boué-Dupuis and Da Prato-Debussche methods.
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Transfer of regularity by kinetic mollification along critical trajectories
Presents a physical-space proof of Bouchut-Hörmander transfer-of-regularity estimates for kinetic equations at weak local diffusion scale via explicit mollification defect along critical trajectories.
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Multilinear multiplier theorems and their applications to the Jacobian and the Hessian determinant
Variants of the Coifman-Meyer multilinear multiplier theorem are established, including cases outside existing theories, to support distributional definitions of the Jacobian and Hessian determinants.