On Cameron-Martin Theorem and almost sure global existence
classification
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keywords
almostexistenceglobalsurecameron-martinhamiltonianmeasurespdes
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In this note, we discuss various aspects of invariant measures for nonlinear Hamiltonian PDEs. In particular, we show almost sure global existence for some Hamiltonian PDEs with initial data of the form: "smooth deterministic function + a rough random perturbation", as a corollary to Cameron-Martin Theorem and known almost sure global existence results with respect to Gaussian measures on spaces of functions.
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