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The Renormalised Hamilton-Jacobi-Bellman Operator of the Wick-Square Problem as the Limit of the Wick-Ordered Cutoff Operators

The renormalised operator is the limit, as the cutoff is removed, of the Wick-ordered cutoff operators; its domain is the set of pairs of a test function and a state at which that limit exists.

Statement

In the setting of The Wick-Square Problem on the Torus: Standing Notation, let g:H−1→Rg:H^{-1}\to\mathbb{R} be a running cost and let FNF_{N} be the Wick-ordered cutoff operators for gg.

1. (Domain) The domain D\mathcal{D} of the renormalised operator is the set of pairs (φ,x)(\varphi,x) such that φ:H−1→R\varphi:H^{-1}\to\mathbb{R} is twice differentiable along the modes, x∈H−1x\in H^{-1}, and the sequence (FN[φ](x))N∈N(F_{N}[\varphi](x))_{N\in\mathbb{N}} converges.

2. (Operator) For (φ,x)∈D(\varphi,x)\in\mathcal{D}, the renormalised operator is

F[φ](x)=lim⁡N→∞FN[φ](x),F[\varphi](x)=\lim_{N\to\infty}F_{N}[\varphi](x),

the limit being unique by claim 1 of Uniqueness of Limits and Boundedness of Convergent Real Sequences.

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