Regularization by noise and flows of solutions for a stochastic heat equation (Q1731887)
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scientific article; zbMATH DE number 7036336
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| English | Regularization by noise and flows of solutions for a stochastic heat equation |
scientific article; zbMATH DE number 7036336 |
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Regularization by noise and flows of solutions for a stochastic heat equation (English)
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14 March 2019
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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.
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regularization by noise
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stochastic heat equation
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path-by-path uniqueness
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stochastic flow of solutions
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non-Lipschitz drift
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0.8334817290306091
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0.8203449249267578
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