Special Session 11: Stochastic Partial Differential Equations

Large field problem in coercive SPDE via scaling
Ilya Chevyrev
SISSA (International School for Advanced Studies)
Italy
Co-Author(s):    Massimiliano Gubinelli
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, its advantages are that it is 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.