Uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs
Probability
2012-05-28 v2
Abstract
We prove uniqueness in law for a class of parabolic stochastic partial differential equations in an interval driven by a functional A(u) of the temperature u times a space-time white noise. The functional A(u) is H\"older continuous in u of order greater than 1/2. Our method involves looking at an associated system of infinite-dimensional stochastic differential equations and we obtain a uniqueness result for such systems.
Keywords
Cite
@article{arxiv.1102.5257,
title = {Uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs},
author = {Richard F. Bass and Edwin A. Perkins},
journal= {arXiv preprint arXiv:1102.5257},
year = {2012}
}