Renormalisation of Singular SPDEs with Correlated Coefficients

Abstract

We show local well-posedness of the g-PAM and the φK+12-equation for K≥ 1 on the two-dimensional torus when the coefficient field is random and correlated to the driving noise. In the setting considered here, even when the model in the sense of Hairer (2014) is stationary, naive use of renormalisation constants in general leads to variance blow-up. Instead, we prove convergence of renormalised models choosing random renormalisation functions analogous to the deterministic variable coefficient setting. The main technical contribution are stochastic estimates on the model in this correlated setting which are obtained by a combination of heat kernel asymptotics, Gaussian integration by parts formulae and Hairer-Quastel type bounds.

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