Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
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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)
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 . The method of proof is an infinite-dimensional version of the Yamada-Watanabe argument for ordinary stochastic differential equations.
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