Weak Existence and Uniqueness for Super-Brownian Motion with Irregular Drift
Leonid Mytnik, Johanna Weinberger
Published: 2025/9/13
Abstract
We establish weak existence and uniqueness for random field solutions of the one-dimensional SPDE \[ d_tX_t = \frac{1}{2}\Delta X_t +h(X_t)+ \sqrt{X_t}\dot{W}, \quad t\geq 0,\] where $\dot{W}$ is space-time white noise and $h$ is a bounded drift with $h(0)\geq 0$. The proof relies on an extension of the duality relation of the super-Brownian motion, which allows us to treat a broad class of admissible drifts, including functions that are non-Lipschitz or discontinuous at zero.