Weak uniqueness for the heat equation with noise
Mytnik, Leonid
Ann. Probab., Tome 26 (1998) no. 1, p. 968-984 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
The uniqueness in law for the equation $\partial X_t/ \partial t = 1/2 \delta X_t + X_t^{\gamma} \dot{W}$ is established for $1/2 < \gamma < 1$. The proof uses a duality technique and requires the construction of an approximating sequence of dual processes.
Publié le : 1998-07-14
Classification:  Stochastic partial differential equation,  martingale problem,  duality,  60H15,  35R60 
@article{1022855740,
     author = {Mytnik, Leonid},
     title = {Weak uniqueness for the heat equation with noise},
     journal = {Ann. Probab.},
     volume = {26},
     number = {1},
     year = {1998},
     pages = { 968-984},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1022855740}
}

Mytnik, Leonid. Weak uniqueness for the heat equation with noise. Ann. Probab., Tome 26 (1998) no. 1, pp.  968-984. http://gdmltest.u-ga.fr/item/1022855740/