Regularization by noise and flows of solutions for a stochastic heat equation (Q1731887)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Regularization by noise and flows of solutions for a stochastic heat equation |
scientific article |
Statements
Regularization by noise and flows of solutions for a stochastic heat equation (English)
0 references
14 March 2019
0 references
The authors investigate the problem of uniqueness of the solution to the stochastic heat equations of the form \(\frac{\partial u}{\partial t}=\frac{1}{2}\frac{\partial ^2 u}{\partial z^2}+b(u(t,z))+\dot W(t,z)\), \(t\ge0, z\in \mathbb R\), \(u(0,z)=q(z)\), where \(\dot W\) is a Gaussian space-time white noise on \(\mathbb R_{+}\times \mathbb R\), \(b\) is a bounded Borel measurable function on \(\mathbb R\) and \(q\) is a Borel measurable function on \(\mathbb R\). Under some growth condition on \(q\), the path-by-path uniqueness and continuity with respect to initial conditions of the solution to the considered heat equation are proved. The authors develop a new method that extends \textit{A. M. Davie}'s approach [Int. Math. Res. Not. 2007, No. 24, Article ID rnm124, 26 p. (2007; Zbl 1139.60028)] to the infinite-dimensional case and prove the existence and uniqueness of the flow of solutions to the considered equation.
0 references
regularization by noise
0 references
stochastic heat equation
0 references
path-by-path uniqueness
0 references
stochastic flow of solutions
0 references
non-Lipschitz drift
0 references
0 references
0 references
0 references
0 references
0 references
0 references