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Weak Uniqueness for the Stochastic Heat Equation Driven by a Multiplicative Stable Noise
Published 14 Nov 2021 in math.PR | (2111.07293v2)
Abstract: We consider the stochastic heat equation $$\frac{\partial Y_t(x)}{\partial t} = \frac{1}{2} \Delta_x Y_t(x) + Y_{t-}(x){\beta} \dot{L}{\alpha}$$ with $t \ge 0$, $x \in \mathbb{R}$ and $L{\alpha}$ being an $\alpha$-stable white noise without negative jumps. Under appropriate non-negative initial conditions, when $\alpha \in (1,2)$ and $\beta \in (\frac{1}{\alpha}, 1)$ we prove that weak uniqueness holds for the above using the approximating duality approach developed by Mytnik (Ann. Probab. (1998) 26 968-984).
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