On uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs

DOI10.1214/EJP.V17-2049zbMATH Open1244.60061arXiv1102.5257MaRDI QIDQ428656FDOQ428656

Authors: Richard F. Bass, Edwin Perkins 

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1102.5257

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zbMATH Keywords

stochastic partial differential equationsstochastic differential equationsuniquenessperturbationJaffard's theorem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (10)

• Infinite-dimensional Langevin equations: Uniqueness and rate of convergence for finite-dimensional approximations
• Uniqueness and absolute continuity for semilinear SPDE's
• Erratum to: ``An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs
• SPDEs law equivalence and the compact support property: applications to the Allen–Cahn SPDE
• On existence and uniqueness of the solution for stochastic partial differential equations
• Backward uniqueness and the existence of the spectral limit for linear parabolic SPDEs
• Uniqueness for a class of one-dimensional stochastic PDEs using moment duality.
• A Stochastic Interpretation of the Parametrix Method
• Nonuniqueness for a parabolic SPDE with \(\frac{3}{4}-\varepsilon \)-Hölder diffusion coefficients
• Strong uniqueness for an SPDE via backward doubly stochastic differential equations

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