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.

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