Authors
Citation
L. Mytnik, WEAK UNIQUENESS FOR THE HEAT-EQUATION WITH NOISE, Annals of probability, 26(3), 1998, pp. 968-984
Citations number
9
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
26
Issue
3
Year of publication
1998
Pages
968 - 984
Database
ISI
SICI code
0091-1798(1998)26:3<968:WUFTHW>2.0.ZU;2-4
Abstract
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 f
or 1/2 < gamma < 1. The proof uses a duality technique and requires th
e construction of an approximating sequence of dual processes.