Uniqueness for a class of one-dimensional stochastic PDEs using moment duality
Athreya, Siva ; Tribe, Roger
Ann. Probab., Tome 28 (2000) no. 1, p. 1711-1734 / Harvested from Project Euclid
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We establish a duality relation for the moments of bounded solutions to a class of one-dimensional parabolic stochastic partial differential equations. The equations are driven by multiplicative space-time white noise, with a non-Lipschitz multiplicative functional. The dual process is a system of branching Brownian particles. The same method can be applied to show uniqueness in law for a class of non-Lipschitz finite dimensional stochastic differential equations.
Publié le : 2000-10-14
Classification:  Stochastic partial differential equations,  Duality,  Uniqueness,  60H15 
@article{1019160504,
     author = {Athreya, Siva and Tribe, Roger},
     title = {Uniqueness for a class of one-dimensional stochastic PDEs using
		 moment duality},
     journal = {Ann. Probab.},
     volume = {28},
     number = {1},
     year = {2000},
     pages = { 1711-1734},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1019160504}
}

Athreya, Siva; Tribe, Roger. Uniqueness for a class of one-dimensional stochastic PDEs using
		 moment duality. Ann. Probab., Tome 28 (2000) no. 1, pp.  1711-1734. http://gdmltest.u-ga.fr/item/1019160504/