The infinitesimal generator of the stochastic Burgers equation

We develop a martingale approach for a class of singular stochastic PDEs of Burgers type (including fractional and multi-component Burgers equations) by constructing a domain for their infinitesimal generators. It was known that the domain must have trivial intersection with the usual cylinder test functions, and to overcome this difficulty we import some ideas from paracontrolled distributions to an infinite dimensional setting in order to construct a domain of controlled functions. Using the new domain, we are able to prove existence and uniqueness for the Kolmogorov backward equation and the martingale problem. We also extend the uniqueness result for “energy solutions” of the stochastic Burgers equation of Gubinelli and Perkowski (J Am Math Soc 31(2):427–471, 2018) to a wider class of equations. As applications of our approach we prove that the stochastic Burgers equation on the torus is exponentially $$L^2$$ L 2 -ergodic, and that the stochastic Burgers equation on the real line is ergodic.

On the lattice of subgroups of a free group: complements and rank

A $\vee$-complement of a subgroup $H \leqslant \mathbb{F}_n$ is a subgroup $K \leqslant \mathbb{F}_n$ such that $H \vee K = \mathbb{F}_n$. If we also ask $K$ to have trivial intersection with $H$, then we say that $K$ is a $\oplus$-complement of $H$. The minimum possible rank of a $\vee$-complement (resp. $\oplus$-complement) of $H$ is called the $\vee$-corank (resp. $\oplus$-corank) of $H$. We use Stallings automata to study these notions and the relations between them. In particular, we characterize when complements exist, compute the $\vee$-corank, and provide language-theoretical descriptions of the sets of cyclic complements. Finally, we prove that the two notions of corank coincide on subgroups that admit cyclic complements of both kinds. Comment: 27 pages, 5 figures

ON A QUESTION OF A. SOZUTOV

In the paper an answer to a problem posed by A.I. Sozutov in the Kourovka Notebook is given. The solution is based on some modification of the method that was proposed for constructing a non-abelian analogue of the additive group of rational numbers, i.e. a group whose center is an infinite cyclic group and any two non-trivial subgroups of which have a non-trivial intersection.

A Behavioral Analysis of Stochastic Reference Dependence

We examine the reference-dependent risk preferences of Kőszegi and Rabin (2007), focusing on their choice-acclimating personal equilibria. Although their model has only a trivial intersection (expected utility) with other reference-dependent models, it has very strong connections with models that rely on different psychological intuitions. We prove that the intersection of rank-dependent utility and quadratic utility, two well-known generalizations of expected utility, is exactly monotone linear gain-loss choice-acclimating personal equilibria. We use these relationships to identify parameters of the model, discuss loss and risk aversion, and demonstrate new applications. (JEL D11, D81)