Talk
Large field problem in coercive SPDEs via scaling
- Ilya Chevyrev (TU Berlin + University of Edinburgh)
Abstract
In this talk, I will show an approach to deriving a priori bounds for coercive SPDEs based on scaling. The basic idea is to first show bounds for the equation with a small noise and then rescale the bounds to a global scale. While many equations that the approach can handle have been treated recently with other methods, the advantages of the approach by scaling is that it is quite simple and allows one to state a single result that is applicable to a variety of equations, such as rough differential equations and parabolic/elliptic SPDEs. Based on joint work with Massimiliano Gubinelli.