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Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations

by W. E and A. Jentzen and H. Shen

(Report number 2013-38)

Abstract
This article analyzes well-definedness and regularity of renormalized powers of Ornstein-Uhlenbeck processes and uses this analysis to establish local existence, uniqueness and regularity of strong solutions of stochastic Ginzburg-Landau equations with polynomial nonlinearities in two space dimensions and with quadratic nonlinearities in three space dimensions.

Keywords: stochastic Ginzburg-Landau equations

@Techreport{EJS13_535,
  author = {W. E and A. Jentzen and H. Shen},
  title = {Renormalized powers of Ornstein-Uhlenbeck processes and well-posedness of stochastic Ginzburg-Landau equations},
  institution = {Seminar for Applied Mathematics, ETH Z{\"u}rich},
  number = {2013-38},
  address = {Switzerland},
  url = {https://www.sam.math.ethz.ch/sam_reports/reports_final/reports2013/2013-38.pdf },
  year = {2013}
}

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