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Well-posedness for Wright--Fisher SPDEs with measurable drift

Koskela, Jere et al.
arXiv (All) · Papers
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60h15analysis-of-pdesprobability
We prove weak existence and uniqueness in law of $[0,1]$-valued solutions for a class of scalar stochastic heat equations with measurable drifts $b : [0,1] \to \mathbb{R}$, driven by Wright--Fisher noise. The only assumptions we require on the drift are Borel-measurability, and the one-way inequalit
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