23 research outputs found

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

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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 L2L^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)=Cuγa(t,x,u)=Cu^\gamma, 1/2≤γ≤11/2\le\gamma\le1 and C≠0C\ne0. 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
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