Appendix E. Some considerations about the microscopic Cole–Hopf process
E.3. Exponential moments and quadratic variation Finally, one might check that the quadratic variation (E.13) converges to
E2t 2
Z 1 0
|Φs(u)|2ϕ2(u)du,
where Φ· is the limit of the current field J·n inD([0, T],C([0,1]). Heuristically, this is indeed the case if one is able to replace ξsnn2(x)2 in (E.13) with (E[ξsnn2(x)])2. This could be proved by using some ideas taken from [GLM17, Lemma 4.3] which permit to control all the exponential moments
sup
x∈{1,...,n}Eρ
hξsnn2(x)−E[ξsnn2(x)]ki, with k ∈N.
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Manuscript received on 19th March 2018, revised on 24th October 2018,
accepted on 8th February 2019.
Recommended by Editor A. Debussche.
Published under license CC BY 4.0.
This journal is a member of Centre Mersenne.
Patrícia GONÇALVES
Center for Mathematical Analysis, Geometry and Dynamical Systems, Instituto Superior Técnico Universidade de Lisboa
Av. Rovisco Pais
1049-001 Lisboa (Portugal) pgoncalves@tecnico.ulisboa.pt Nicolas PERKOWSKI Freie Universität Berlin
FB Mathematik und Informatik Arnimallee 7
14195 Berlin (Germany) perkowski@math.fu-berlin.de Marielle SIMON
Inria, Univ. Lille, CNRS
UMR 8524 - Laboratoire Paul Painlevé 59000 Lille (France)
marielle.simon@inria.fr