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math.PR2024
Analytically weak and mild solutions to stochastic heat equation with irregular drift
Siva Athreya, Oleg Butkovsky, Khoa Lê +1
Consider the stochastic heat equation \begin{equation*} \partial_t u_t(x)=\frac12 \partial^2_{xx}u_t(x) +b(u_t(x))+\dot{W}_{t}(x),\quad t\in(0,T],\, x\in D, \end{equation*} where $…
math.PR2024★ 1 cited
Weak uniqueness for singular stochastic equations
Oleg Butkovsky, Leonid Mytnik
We put forward a new method for proving weak uniqueness of stochastic equations with singular drifts driven by a non-Markov or infinite-dimensional noise. We apply our method to st…