Indexing metadata

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


 
Dublin Core PKP Metadata Items Metadata for this Document
 
1. Title Title of document On uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs
 
2. Creator Author's name, affiliation, country Richard F. Bass; University of Connecticut; United States
 
2. Creator Author's name, affiliation, country Edwin A. Perkins; University of British Columbia; Canada
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) stochastic partial differential equations; stochastic differential equ ations; uniqueness; perturbation; Jaffard's theorem
 
3. Subject Subject classification 60H15; 60H10
 
4. Description Abstract

We give a sufficient conditions for uniqueness inlaw for the stochastic partial differential equation$$\frac{\partial u}{\partial t}(x,t)=\tfrac12 \frac{\partial^2 u}{\partial x^2}(x,t)+A(u(\cdot,t)) \dot W_{x,t},$$where $A$ is an operator mapping $C[0,1]$ into itself and $\dot W$ isa space-time white noise. The approach is to first prove uniquenessfor the martingale problem for the operator$$\mathcal{L} f(x)=\sum_{i,j=1}^\infty a_{ij}(x) \frac{\partial^2 f}{\partial x^2}(x)-\sum_{i=1}^\infty \lambda_i x_i \frac{\partial f}{\partial x_i}(x),$$where $\lambda_i=ci^2$ and the $a_{ij}$ is a positive definite boundedoperator in Toeplitz form.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF; NSERC
 
7. Date (YYYY-MM-DD) 2012-05-26
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2049
 
10. Identifier Digital Object Identifier 10.1214/EJP.v17-2049
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 17
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
15. Rights Copyright and permissions The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available.

Summary of the Creative Commons Attribution License

You are free
  • to copy, distribute, display, and perform the work
  • to make derivative works
  • to make commercial use of the work
under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.