[图书][B] A course on rough paths

PK Friz, M Hairer - 2020 - Springer
Peter K. Friz Martin Hairer With an Introduction to Regularity Structures Second Edition
Page 1 Universitext Peter K. Friz Martin Hairer A Course on Rough Paths With an …

KPZ reloaded

M Gubinelli, N Perkowski - Communications in Mathematical Physics, 2017 - Springer
We analyze the one-dimensional periodic Kardar–Parisi–Zhang equation in the language of
paracontrolled distributions, giving an alternative viewpoint on the seminal results of Hairer …

The BPHZ theorem for regularity structures via the spectral gap inequality

M Hairer, R Steele - Archive for Rational Mechanics and Analysis, 2024 - Springer
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 spectral gap …

A diagram-free approach to the stochastic estimates in regularity structures

P Linares, F Otto, M Tempelmayr, P Tsatsoulis - Inventiones mathematicae, 2024 - Springer
In this paper, we explore the version of Hairer's regularity structures based on a greedier
index set than trees, as introduced in (Otto et al. in A priori bounds for quasi-linear SPDEs in …

Energy solutions of KPZ are unique

M Gubinelli, N Perkowski - Journal of the American Mathematical Society, 2018 - ams.org
The Kardar–Parisi–Zhang (KPZ) equation is conjectured to universally describe the
fluctuations of weakly asymmetric interface growth. Here we provide the first intrinsic well …

The strong Feller property for singular stochastic PDEs

M Hairer, J Mattingly - 2018 - projecteuclid.org
We show that the Markov semigroups generated by a large class of singular stochastic
PDEs satisfy the strong Feller property. These include for example the KPZ equation and the …

The scaling limit of the KPZ equation in space dimension 3 and higher

J Magnen, J Unterberger - Journal of Statistical Physics, 2018 - Springer
We study in the present article the Kardar–Parisi–Zhang (KPZ) equation ∂ _t h (t, x)= ν Δ h
(t, x)+ λ| ∇ h (t, x)|^ 2+ D\, η (t, x),\qquad (t, x) ∈ R _+ * R^ d∂ th (t, x)= ν Δ h (t, x)+ λ|∇ h (t …

Precise asymptotics: Robust stochastic volatility models

PK Friz, P Gassiat, P Pigato - 2021 - projecteuclid.org
We present a new methodology to analyze large classes of (classical and rough) stochastic
volatility models, with special regard to short-time and small noise formulae for option prices …

Hörmander's theorem for semilinear SPDEs

A Gerasimovičs, M Hairer - 2019 - projecteuclid.org
We consider a broad class of semilinear SPDEs with multiplicative noise driven by a finite-
dimensional Wiener process. We show that, provided that an infinite-dimensional analogue …

[HTML][HTML] The reconstruction theorem in Besov spaces

M Hairer, C Labbé - Journal of Functional Analysis, 2017 - Elsevier
The theory of regularity structures [9] sets up an abstract framework of modelled distributions
generalising the usual Hölder functions and allowing one to give a meaning to several ill …