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An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs

We show uniqueness in law for the critical SPDE $$ dX_t = AX_t dt + (-A)^{1/2}F(X(t))dt + dW_t,\;\; X_0 =x \in H, $$ where $A$ $ : dom(A) \subset H \to H$ is a negative definite self-adjoint operator on a separable Hilbert space $H$ having $A^{-1}$ of trace class and $W$ is a cylindrical Wiener process on $H$. Here $F: H \to H $ can be continuous with at most linear growth (some functions $F$ which grow more than linearly can also be considered). This leads to new uniqueness results for generalized stochastic Burgers' equations and for three-dimensional stochastic Cahn-Hilliard type equations which have interesting applications. To get weak uniqueness we also establish a new optimal regularity result for the Kolmogorov equation $ λu - Lu = f$ on $H$, where $λ>0$, $ f: H \to {\mathbb R}$ is Borel and bounded and $L$ is the Ornstein-Uhlenbeck operator related to the SPDE when $F=0$. In particular we show that the first derivative $Du : H \to H$ verifies $Du(x) \in \text{dom}((-A)^{1/2})$, for any $x \in H,$ and moreover $$ \sup_{x \in H} |(-A)^{1/2}Du (x)|_H = \| (-A)^{1/2}Du \|_{0} \le C \, \| f\|_{0}. $$

preprint2021arXivOpen access
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