Correction to "An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs"
Abstract
We show uniqueness in law for the critical SPDE \begin{eqnarray} \label{qq1} dX_t = AX_t dt + (-A)^{1/2}F(X(t))dt + dW_t,\;\; X_0 =x \in H, \end{eqnarray} 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 locally H\"older 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. We do not know if uniqueness holds under the sole assumption of continuity of plus growth condition as stated in [Priola, Ann. of Prob. 49 (2021)]. To get weak uniqueness we use an infinite dimensional localization principle and an optimal regularity result for the Kolmogorov equation associated to the SPDE when is constant and . This optimal result is similar to a theorem of [Da Prato, J. Evol. Eq. 3 (2003)].
Keywords
Cite
@article{arxiv.2210.07096,
title = {Correction to "An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs"},
author = {Enrico Priola},
journal= {arXiv preprint arXiv:2210.07096},
year = {2022}
}
Comments
This paper is a correction of [Priola, Ann. of Prob. 49 (2021)] which deals with similar SPDEs where $F : H \to H$ is only continuous with at most linear growth. arXiv admin note: substantial text overlap with arXiv:1911.11032