Weak uniqueness for the heat equation with noise
成果类型：
Article
署名作者：
Mytnik, L
署名单位：
University of British Columbia
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
发表日期：
1998
页码：
968-984
关键词：
摘要：
The uniqueness in law for the equation partial derivative X-t/partial derivative t = 1/2 Delta X-t + X-t(gamma)(W) over dot is established for 1/2 < gamma < 1. The proof uses a duality technique and requires the construction of an approximating sequence of dual processes.