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arxiv: 1005.3766 · v1 · pith:QEX4BJUZnew · submitted 2010-05-20 · 🧮 math.PR · math-ph· math.AP· math.MP

Uniqueness in Law for the Allen-Cahn SPDE via Change of Measure

classification 🧮 math.PR math-phmath.APmath.MP
keywords uniquenessallen-cahnchangeconditiondiffusiondriftfunctiongamma
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We start by first using change of measure to prove the transfer of uniqueness in law among pairs of parabolic SPDEs differing only by a drift function, under an almost sure $L^2$ condition on the drift/diffusion ratio. This is a considerably weaker condition than the usual Novikov one, and it allows us to prove uniqueness in law for the Allen-Cahn SPDE driven by space-time white noise with diffusion function $a(t,x,u)=Cu^\gamma$, $1/2\le\gamma\le1$ and $C\ne0$. The same transfer result is also valid for ordinary SDEs and hyperbolic SPDEs.

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