An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs
Abstract
We show uniqueness in law for the critical SPDE where is a negative definite self-adjoint operator on a separable Hilbert space having of trace class and is a cylindrical Wiener process on . Here can be continuous with at most linear growth (some functions which grow more than linearly can also be considered). This leads to new uniqueness results for generalized stochastic Burgers' equations and for three-dimensional stochastic Cahn-Hilliard type equations which have interesting applications. To get weak uniqueness we also establish a new optimal regularity result for the Kolmogorov equation on , where , is Borel and bounded and is the Ornstein-Uhlenbeck operator related to the SPDE when . In particular we show that the first derivative verifies , for any and moreover
Keywords
Cite
@article{arxiv.1911.11032,
title = {An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs},
author = {Enrico Priola},
journal= {arXiv preprint arXiv:1911.11032},
year = {2021}
}
Comments
to appear in AOP