Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients

DOI10.1016/J.SPA.2015.04.009MaRDI QIDQ491913zbMATH OpenOpenAlexFDO

Authors Leonid Mytnik, Eyal Neuman

Publication date 19 August 2015

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.4630

zbMATH Keywords

Hölder continuitypathwise uniquenessstochastic heat equationwhite noise

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H"{o}lder continuous of index $gamma>3/4$, and drift coefficients that are Lipschitz continuous. Later we use the comparison theorem to get sufficient conditions for the pathwise uniqueness for solutions of the stochastic heat equation, when both the white noise and the drift coefficients are H"{o}lder continuous.

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Cited in

(17)

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• Uniqueness problem for SPDEs from population models
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• Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients

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