Weak uniqueness for the heat equation with noise

DOI10.1214/aop/1022855740zbMath0935.60045OpenAlexW2058348256MaRDI QIDQ1307471

Leonid Mytnik

Publication date: 31 October 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855740

zbMATH Keywords

dualitystochastic partial differential equationmartingale problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites Work

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• Superprocesses in random environments
• A weighted occupation time for a class of measure-valued branching processes
• The compact support property for solutions to the heat equation with noise
• The heat equation with Lévy noise
• Critical behavior of some measure-valued processes
• The critical measure diffusion process

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