Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case (Q718862): Difference between revisions

The authors study the parabolic stochastic PDE \[ \qquad\frac{\partial}{\partial t} X(t,x)=\frac{1}{2}\Delta X(t,x)+ \sigma(t,x,X(t,x))\dot{W}(t,x)+b(t,x,X(t,x)), \] where \(\dot{W}\) is a white noise on \(\mathbb{R}_+\times \mathbb{R}\). If \(b\) is Lipschitz continuous in \(X\) and \(\sigma\) Hölder continuous of order \(\gamma\) with \(\gamma>\frac{3}{4}\) in \(X\), they prove pathwise uniqueness for the solution of this SPDE. As a result, they obtain existence and uniqueness of strong solutions and joint uniqueness in law of \((X,W)\). The method of proof is inspired by the Yamada-Watanabe argument for ordinary one-dimensional stochastic differential equations.