Publication:858987

DOI10.1214/009117906000000331zbMATH Open1108.60057arXivmath/0507545OpenAlexW2158439781MaRDI QIDQ858987FDOQ858987

Leonid Mytnik, Anja Sturm, Edwin Perkins

Publication date: 12 January 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We consider the existence and pathwise uniqueness of the stochastic heat equation with a multiplicative colored noise term on IR^d for d greater or equal to 1. We focus on the case of non-Lipschitz noise coefficients and singular spatial noise correlations. In the course of the proof a new result on Hoelder continuity of the solutions near zero is established.

Full work available at URL: https://arxiv.org/abs/math/0507545

zbMATH Keywords

colored noisestochastic partial differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)

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Cited In (41)

• Dynamics of nonself-similar solutions of the Dawson equation
• Kernel-correlated Lévy field driven forward rate and application to derivative pricing
• Global well-posedness to stochastic reaction-diffusion equations on the real line \(\mathbb{R}\) with superlinear drifts driven by multiplicative space-time white noise
• Effect of noise on front propagation in reaction-diffusion equations of KPP type
• Rough differential equations with power type nonlinearities
• Title not available (Why is that?)
• The spatial Lambda-Fleming-Viot process with fluctuating selection
• Well-posedness of the martingale problem for superprocess with interaction
• An approximation result for a quasi-linear stochastic heat equation
• 2-microlocal analysis of martingales and stochastic integrals
• Young differential equations with power type nonlinearities
• On the boundary of the zero set of super-Brownian motion and its local time
• Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients
• The compact interface property for the stochastic heat equation with seed bank
• Uniqueness problem for SPDEs from population models
• Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise
• Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
• The Compact Support Property for Solutions to the Stochastic Partial Differential Equations with Colored Noise
• Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise
• Well-posedness for a pseudomonotone evolution problem with multiplicative noise
• Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
• The stochastic Fisher-KPP equation with seed bank and on/off branching coalescing Brownian motion
• On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
• Super-Brownian motion as the unique strong solution to an SPDE
• Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line
• SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
• Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise
• A distribution-function-valued SPDE and its applications
• The stochastic p -Laplace equation on ℝ ^d
• Existence and uniqueness for the mild solution of the stochastic heat equation with non-Lipschitz drift on an unbounded spatial domain
• On non-existence of global solutions to a class of stochastic heat equations
• Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations
• Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
• Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises
• Nonuniqueness for a parabolic SPDE with \(\frac{3}{4}-\varepsilon \)-Hölder diffusion coefficients
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