A note on products of stochastic objects
In recent study of partial differential equations (PDEs) with random initial data and singular stochastic PDEs with random forcing, it is essential to study the regularity property of various stochastic objects. These stochastic objects are often given as products of simpler stochastic objects. As p...
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Zusammenfassung: | In recent study of partial differential equations (PDEs) with random initial
data and singular stochastic PDEs with random forcing, it is essential to study
the regularity property of various stochastic objects. These stochastic objects
are often given as products of simpler stochastic objects. As pointed out in
Hairer(2014), by using a multiple stochastic integral representation, one may
use Jensen's inequality to reduce an estimate on the product to those on
simpler stochastic objects. In this note, we present a simple argument of the
same estimate, based on Cauchy-Schwarz' inequality (without any reference to
multiple stochastic integrals). We present an example on computing the
regularity property of stochastic objects in the study of the
dispersion-generalized nonlinear wave equations, and prove their local
well-posedness with rough random initial data. |
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DOI: | 10.48550/arxiv.2211.02938 |