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

DOI10.1214/16-EJP23MaRDI QIDQ508455zbMATH OpenOpenAlexFDO

Authors Xu Yang, Xiaowen Zhou

Publication date 7 February 2017

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

Full work available at URL https://arxiv.org/abs/1305.5624, https://projecteuclid.org/euclid.ejp/1483585526

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)

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 $t>0$.

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Cited in

(14)

• Stochastic evolution equations driven by cylindrical stable noise
• Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes
• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
• Uniqueness problem for SPDEs from population models
• Existence and pathwise uniqueness to an SPDE driven by -stable colored noise
• Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
• Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
• Comparison principle for stochastic heat equations driven by \(\alpha \)-stable white noises
• Wave equation with a coloured stable noise
• Existence of weak solutions to stochastic heat equations driven by truncated \(\alpha\)-stable white noises with non-Lipschitz coefficients
• Stable branching super-Lévy process as the pathwise unique solution to an SPDE
• Nonuniqueness for a parabolic SPDE with \(\frac{3}{4}-\varepsilon \)-Hölder diffusion coefficients
• On weak uniqueness and distributional properties of a solution to an SDE with -stable noise
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