Some recent progress in singular stochastic PDEs

Ivan Corwin; Hao Shen

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arXiv · 1904.00334

Some recent progress in singular stochastic PDEs

Ivan Corwin·Hao Shen

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Abstract

Stochastic PDEs are ubiquitous in mathematical modeling. Yet, many such equations are too singular to admit classical treatment. In this article we review some recent progress in defining, approximating and studying the properties of a few examples of such equations. We focus mainly on the dynamical Phi4 equation, KPZ equation and Parabolic Anderson Model, as well as touch on a few other equations which arise mainly in physics.

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Ivan Corwin, Hao Shen. 2019-03-31. Some recent progress in singular stochastic PDEs. https://arxiv.org/abs/1904.00334

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