23 research outputs found
Uniqueness in Law for the Allen-Cahn SPDE via Change of Measure
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 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 , and
. The same transfer result is also valid for ordinary SDEs and
hyperbolic SPDEs.Comment: 6 pages, 1/9 papers of my 2000-2006 collection (preprint version