English

Weak Uniqueness for the Stochastic Heat Equation Driven by a Multiplicative Stable Noise

Probability 2022-12-13 v2

Abstract

We consider the stochastic heat equation Yt(x)t=12ΔxYt(x)+Yt(x)βL˙α\frac{\partial Y_t(x)}{\partial t} = \frac{1}{2} \Delta_x Y_t(x) + Y_{t-}(x)^{\beta} \dot{L}^{\alpha} with t0t \ge 0, xRx \in \mathbb{R} and LαL^{\alpha} being an α\alpha-stable white noise without negative jumps. Under appropriate non-negative initial conditions, when α(1,2)\alpha \in (1,2) and β(1α,1)\beta \in (\frac{1}{\alpha}, 1) we prove that weak uniqueness holds for the above using the approximating duality approach developed by Mytnik (Ann. Probab. (1998) 26 968-984).

Keywords

Cite

@article{arxiv.2111.07293,
  title  = {Weak Uniqueness for the Stochastic Heat Equation Driven by a Multiplicative Stable Noise},
  author = {Sayantan Maitra},
  journal= {arXiv preprint arXiv:2111.07293},
  year   = {2022}
}

Comments

31 pages, 1 figure. Corrected an error from the previous version. The main result now incorporates a larger class of initial conditions

R2 v1 2026-06-24T07:37:40.334Z