Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by -stable noise

DOI10.1214/16-EJP23zbMATH Open1357.60067arXiv1305.5624OpenAlexW2962906291MaRDI QIDQ508455FDOQ508455

Xiaowen Zhou, Xu Yang

Publication date: 7 February 2017

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

Abstract: In this paper we study the pathwise uniqueness of solution to the following stochastic partial differential equation (SPDE) with H"older continuous coefficient: �egin{eqnarray*} frac{partial X_t(x)}{partial t}=frac{1}{2} Delta X_t(x) +G(X_t(x))+H(X_{t-}(x)) dot{L}_t(x),~~~ t>0, ~xinmathbb{R}, end{eqnarray*} where $dotL$ denotes an $alpha$-stable white noise on $mathbb{R}_{+}imesmathbbR$ without negative jumps, $G$ satisfies the Lipschitz condition and $H$ is nondecreasing and $$-H"older continuous for $1<alpha<2$ and $$. For $Gequiv0$ and $$, in Mytnik (2002) a weak solution to the above SPDE was constructedand the pathwise uniqueness of the solution was left as an open problem. In this paper we give an affirmative answer to this problem for certain values of $alpha$ and $$. In particular, for $$, where the solution to the above equation is the density of a super-Brownian motion with $alpha$-stable branching (see also Mytnik (2002)), our result leads to its pathwise uniqueness for $1<alpha<sqrt5-1$. The local H"older continuity of the solution is also obtained in this paper for fixed time $t>0$.

Full work available at URL: https://arxiv.org/abs/1305.5624

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zbMATH Keywords

stochastic heat equationstochastic partial differential equationpathwise uniquenessstable white noiseHölder continuity

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Superprocesses (60J68)

Cited In (11)

• Stochastic evolution equations driven by cylindrical stable noise
• Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes
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• Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise
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• Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
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