English

Correction to "An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs"

Probability 2022-10-14 v1

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 AA :dom(A)HH : \text{dom}(A) \subset H \to H is a negative definite self-adjoint operator on a separable Hilbert space HH having A1A^{-1} of trace class and WW is a cylindrical Wiener process on HH. Here F:HHF: H \to H can be locally H\"older continuous with at most linear growth (some functions FF 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 FF 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 λuLu=f \lambda u - L u = f associated to the SPDE when F=zHF = z \in H is constant and λ>0\lambda >0. 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