1302.5930 (Weinan E et al.)

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

Weinan E, Arnulf Jentzen, Hao Shen

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.

View original: http://arxiv.org/abs/1302.5930