An extended variational setting for critical SPDEs with Lévy noise
Abstract
The critical variational setting was recently introduced and shown to be applicable to many important SPDEs not covered by the classical variational setting. In this paper, we extend the critical variational setting in several ways. We introduce a flexibility in the range space for the nonlinear drift term, due to which certain borderline cases can now also be included. An example of this is the Allen–Cahn equation in dimension two in the weak setting. In addition to this, we allow the drift to be singular in time, which is something that naturally arises in the study of the skeleton equation for large deviation principles for SPDEs. Last but not least, we present the theory in the case of Lévy noise for which the critical setting was not available yet.
Fields of Study & Subjects
Stochastic processes and financial applications
Publication details
- Journal / source
- The Annals of Applied Probability
- Publisher
- Institute of Mathematical Statistics
- Volume
- 36
- Issue
- 4
- Pages
- 3486–3545
- Publication date
- 1 August 2026
- Language
- EN