A variational method for
arXiv:1805.10814 · doi:10.1215/00127094-2020-0029
Abstract
We introduce an explicit description of the measure on a bounded domain. Our starting point is the interpretation of its Laplace transform as the value function of a stochastic optimal control problem along the flow of a scale regularization parameter. Once small scale singularities have been renormalized by the standard counterterms, -convergence allows to extend the variational characterization to the unregularized model.
arXiv comment47 pages, added proof of Gamma-convergence, title changed
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