The Annals of Probability · 2018 · 16 citations · 32 references
Natural SciencesMathematicsPhysicsDynamical SystemsProbability TheoryStochastic ProcessesContinuous Dynamical SystemsContinuous-time Stochastic ProcessesDiffusion ProcessesRegular SolutionsStochastic CalculusStochastic Differential EquationsNumerical Methods For Stochastic Differential EquationsStochastic Partial Differential Equations
We develop a general framework for spatial discretisations of parabolic stochastic PDEs whose solutions are provided in the framework of the theory of regularity structures and which are functions in time. As an application, we show that the dynamical $\Phi^{4}_{3}$ model on the dyadic grid converges after renormalisation to its continuous counterpart. This result in particular implies that, as expected, the $\Phi^{4}_{3}$ measure with a sufficiently small coupling constant is invariant for this equation and that the lifetime of its solutions is almost surely infinite for almost every initial condition.
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Dynamic Scaling of Growing Interfaces
Mehran Kardar, Giorgio Parisi, Yi-Cheng Zhang · Physical Review Letters · 1986 · 5.4K citations
Differential equations driven by rough signals
Terry Lyons · Revista Matemática Iberoamericana · 1998 · 1.1K citations · Full text
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Inventiones mathematicae · 2014 · 610 citations · Full text