New results on pathwise uniqueness for the heat equation with colored noise

DOI10.1214/EJP.V18-2506zbMATH Open1411.60100arXiv1212.4352MaRDI QIDQ388963FDOQ388963

Authors: Thomas Rippl, Anja Sturm 

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We consider strong uniqueness and thus also existence of strong solutions for the stochastic heat equation with a multiplicative colored noise term. Here, the noise is white in time and colored in q dimensional space ($qgeq1$) with a singular correlation kernel. The noise coefficient is H"older continuous in the solution. We discuss improvements of the sufficient conditions obtained in Mytnik, Perkins and Sturm (2006) that relate the H"older coefficient with the singularity of the correlation kernel of the noise. For this we use new ideas of Mytnik and Perkins (2011) who treat the case of strong uniqueness for the stochastic heat equation with multiplicative white noise in one dimension. Our main result on pathwise uniqueness confirms a conjecture that was put forward in their paper.

Full work available at URL: https://arxiv.org/abs/1212.4352

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zbMATH Keywords

colored noiseexistenceheat equationstochastic partial differential equationpathwise uniqueness

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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