A priori bounds for the generalised parabolic Anderson model

Abstract We show a priori bounds for solutions to in finite volume in the framework of Hairer's Regularity Structures [Invent Math 198:269–504, 2014]. We assume and that is of negative Hölder regularity of order where for an explicit , and that it can be lifted to a model in the sense of Regularity Structures. Our main results guarantee non‐explosion of the solution in finite time and a growth, which is at most polynomial in . Our estimates imply global well‐posedness for the 2‐d generalised parabolic Anderson model on the torus, as well as for the parabolic quantisation of the Sine–Gordon Euclidean quantum fieldtheory (EQFT) on the torus in the regime . We also consider the parabolic quantisation of a massive Sine–Gordon EQFT and derive estimates that imply the existence of the measure for the same range of . Finally, our estimates apply to Itô SPDEs in the sense of Da Prato‐Zabczyk [ Stochastic Equations in Infinite Dimensions , Enc. Math. App., Cambridge Univ. Press, 1992] and imply existence of a stochastic flow beyond the trace‐class regime.

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Publication Details

Journal
Communications on Pure and Applied Mathematics
Published
2026-01-12
DOI
https://doi.org/10.1002/cpa.70025
Primary Topic
Stochastic processes and financial applications
Type
article
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article

A priori bounds for the generalised parabolic Anderson model

Hendrik Weber, Ajay Chandra, Guilherme de Lima Feltes
Communications on Pure and Applied Mathematics
Stochastic processes and financial applications
article

A priori bounds for the generalised parabolic Anderson model

Hendrik Weber, Ajay Chandra, Guilherme de Lima Feltes
article en

Abstract

Abstract We show a priori bounds for solutions to in finite volume in the framework of Hairer's Regularity Structures [Invent Math 198:269–504, 2014]. We assume and that is of negative Hölder regularity of order where for an explicit , and that it can be lifted to a model in the sense of Regularity Structures. Our main results guarantee non‐explosion of the solution in finite time and a growth, which is at most polynomial in . Our estimates imply global well‐posedness for the 2‐d generalised parabolic Anderson model on the torus, as well as for the parabolic quantisation of the Sine–Gordon Euclidean quantum fieldtheory (EQFT) on the torus in the regime . We also consider the parabolic quantisation of a massive Sine–Gordon EQFT and derive estimates that imply the existence of the measure for the same range of . Finally, our estimates apply to Itô SPDEs in the sense of Da Prato‐Zabczyk [ Stochastic Equations in Infinite Dimensions , Enc. Math. App., Cambridge Univ. Press, 1992] and imply existence of a stochastic flow beyond the trace‐class regime.

Communications on Pure and Applied MathematicsVol. 79(5)
University of Indianapolis (US), Indiana University – Purdue University Fort Wayne (US), Purdue University West Lafayette (US), University of Münster (DE), Indiana University – Purdue University Indianapolis (US)
Openalex Percentile: Top 91%
Stochastic processes and financial applications
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A priori bounds for the generalised parabolic Anderson model — Hendrik Weber, Ajay Chandra, et al. · Communications on Pure and Applied Mathematics (2026) | TGRS Research Map | TGRS