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 with , and being an -stable white noise without negative jumps. Under appropriate non-negative initial conditions, when and we prove that weak uniqueness holds for the above using the approximating duality approach developed by Mytnik (Ann. Probab. (1998) 26 968-984).
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