Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case

DOI10.1007/S00440-009-0241-7zbMATH Open1233.60039arXiv0809.0248OpenAlexW2081225604MaRDI QIDQ718862FDOQ718862

Leonid Mytnik, Edwin Perkins

Publication date: 27 September 2011

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We prove pathwise uniqueness for solutions of parabolic stochastic pde's with multiplicative white noise if the coefficient is H"older continuous of index $gamma>3/4$. The method of proof is an infinite-dimensional version of the Yamada-Watanabe argument for ordinary stochastic differential equations.

Full work available at URL: https://arxiv.org/abs/0809.0248

zbMATH Keywords

stochastic partial differential equationswhite noisepathwise uniqueness

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) White noise theory (60H40)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the uniqueness of solutions of stochastic differential equations
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
• Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations
• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
• Uniqueness for a Competing Species Model

Cited In (43)

• Global well-posedness to stochastic reaction-diffusion equations on the real line \(\mathbb{R}\) with superlinear drifts driven by multiplicative space-time white noise
• Bessel SPDEs and renormalised local times
• Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit
• Effect of noise on front propagation in reaction-diffusion equations of KPP type
• Rough differential equations with power type nonlinearities
• Title not available (Why is that?)
• Well-posedness of the martingale problem for superprocess with interaction
• Boundary behavior and interior Hölder regularity of the solution to nonlinear stochastic partial differential equation driven by space-time white noise
• A regularity theory for stochastic generalized Burgers' equation driven by a multiplicative space-time white noise
• Young differential equations with power type nonlinearities
• Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
• On the boundary of the zero set of super-Brownian motion and its local time
• Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions
• A regularity theory for stochastic partial differential equations with a super-linear diffusion coefficient and a spatially homogeneous colored noise
• Uniqueness problem for SPDEs from population models
• A support theorem for parabolic stochastic PDEs with nondegenerate Hölder diffusion coefficients
• Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise
• The dimension of the boundary of super-Brownian motion
• A brief and personal history of stochastic partial differential equations
• Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise
• Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
• Super-Brownian motion as the unique strong solution to an SPDE
• Stochastic equations of super-Lévy processes with general branching mechanism
• Large deviation principle for stochastic reaction-diffusion equations with superlinear drift on \(\mathbb{R}\) driven by space-time white noise
• SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
• Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise
• Branching random walks in random environment and super-Brownian motion in random environment
• A distribution-function-valued SPDE and its applications
• The stochastic p -Laplace equation on ℝ ^d
• Existence and uniqueness for the mild solution of the stochastic heat equation with non-Lipschitz drift on an unbounded spatial domain
• A boundary local time for one-dimensional super-Brownian motion and applications
• Superprocesses with spatial interactions in a random medium
• Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
• A regularity theory for stochastic partial differential equations driven by multiplicative space-time white noise with the random fractional Laplacians
• Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises
• Nonuniqueness for a parabolic SPDE with \(\frac{3}{4}-\varepsilon \)-Hölder diffusion coefficients
• Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
• Improved Hölder continuity near the boundary of one-dimensional super-Brownian motion
• Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise
• Strong uniqueness for an SPDE via backward doubly stochastic differential equations
• Large deviations under a viewpoint of metric geometry: measure-valued process cases
• Nonuniqueness for nonnegative solutions of parabolic stochastic partial differential equations
• \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise

Recommendations

• Title not available (Why is that?) 👍 👎
• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients 👍 👎
• Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients 👍 👎
• Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by \(\alpha\)-stable noise 👍 👎
• Pathwise uniqueness for stochastic PDEs 👍 👎
• Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise 👍 👎
• Pathwise uniqueness of multi-dimensional stochastic differential equations with Hölder diffusion coefficients 👍 👎
• Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises 👍 👎
• Unique continuation for stochastic heat equations 👍 👎
• Pathwise uniqueness for stochastic evolution equations with Hölder drift and stable Lévy noise 👍 👎

This page was built for publication: Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q718862)