Dynkin's isomorphism theorem and the stochastic heat equation

Details Dynkin's isomorphism theorem and the stochastic heat equation Dynkin's isomorphism theorem and the stochastic heat equation

2009-07-07

arxiv.org/abs/0907.1316v2

Mathematics

Probability

Scientific paper

Consider the stochastic heat equation $\partial_t u = \sL u + \dot{W}$, where $\sL$ is the generator of a [Borel right] Markov process in duality. We show that the solution is locally mutually absolutely continuous with respect to a smooth perturbation of the Gaussian process that is associated, via Dynkin's isomorphism theorem, to the local times of the replica-symmetric process that corresponds to $\sL$.In the case that $\sL$ is the generator of a L\'evy process on $\R^d$, our result gives a probabilistic explanation of the recent findings of Foondun et al.

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