Proves that E[exp(λ sup_t ||X_t^x||_L2^2)] is finite for the stochastic Burgers equation driven by (-Δ)^γ dW with γ < 1/4 using Boué-Dupuis and Da Prato-Debussche methods.
A stochastic control approach to Si ne Gordon EQFT
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Proves sine-Gordon OPEs for derivative fields develop log singularities and generate Wick exponentials using Onsager-type inequalities and GFF moment bounds.
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Exponential integrability of the solution to the stochastic Burgers equation driven by white noise
Proves that E[exp(λ sup_t ||X_t^x||_L2^2)] is finite for the stochastic Burgers equation driven by (-Δ)^γ dW with γ < 1/4 using Boué-Dupuis and Da Prato-Debussche methods.
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Operator product expansions of derivative fields in the sine-Gordon model
Proves sine-Gordon OPEs for derivative fields develop log singularities and generate Wick exponentials using Onsager-type inequalities and GFF moment bounds.