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math.PR2023
Martingale-driven integrals and singular SPDEs
Paolo Grazieschi, Konstantin Matetski, Hendrik Weber
We consider multiple stochastic integrals with respect to càdlàg martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of…
math.PR2023
The dynamical Ising-Kac model in 3D converges to
Paolo Grazieschi, Konstantin Matetski, Hendrik Weber
We consider the Glauber dynamics of a ferromagnetic Ising-Kac model on a three-dimensional periodic lattice of size , in which the flipping rate of each spin depends on…