211 citations · 308 across the 15 of their papers we have counts for
4 papers · 2 filters
Multiscale Analysis for SPDEs with Quadratic Nonlinearities
D. Blömker, G. A. Pavliotis, M. Hairer
In this article we derive rigorously amplitude equations for stochastic PDEs with quadratic nonlinearities, under the assumption that the noise acts only on the stable modes and fo…
A version of Hörmander's theorem for the fractional Brownian motion
F. Baudoin, M. Hairer
It is shown that the law of an SDE driven by fractional Brownian motion with Hurst parameter greater than 1/2 has a smooth density with respect to Lebesgue measure, provided that t…
Spectral gaps in Wasserstein distances and the 2D stochastic Navier--Stokes equations
Martin Hairer, Jonathan C. Mattingly
We develop a general method to prove the existence of spectral gaps for Markov semigroups on Banach spaces. Unlike most previous work, the type of norm we consider for this analysi…
Analysis of SPDEs arising in path sampling part II: The nonlinear case
M. Hairer, A. M. Stuart, J. Voss
In many applications, it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems.…