On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients

DOI10.1214/009117906000000331zbMATH Open1108.60057arXivmath/0507545OpenAlexW2158439781MaRDI QIDQ858987FDOQ858987

Authors: Leonid Mytnik, Anja Sturm, Edwin Perkins 

Publication date: 12 January 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We consider the existence and pathwise uniqueness of the stochastic heat equation with a multiplicative colored noise term on IR^d for d greater or equal to 1. We focus on the case of non-Lipschitz noise coefficients and singular spatial noise correlations. In the course of the proof a new result on Hoelder continuity of the solutions near zero is established.

Full work available at URL: https://arxiv.org/abs/math/0507545

Recommendations

• Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
• scientific article; zbMATH DE number 6321165
• Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by \(\alpha\)-stable noise
• Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
• Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise

zbMATH Keywords

colored noisestochastic partial differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Processes in random environments (60K37)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the uniqueness of solutions of stochastic differential equations
• Title not available (Why is that?)
• Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
• Nonlinear stochastic wave and heat equations
• Regularity of solutions of linear stochastic equations in hilbert spaces
• Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations
• On convergence of population processes in random environments to the stochastic heat equation with colored noise
• Title not available (Why is that?)
• Weak uniqueness for the heat equation with noise

Cited In (43)

• Dynamics of nonself-similar solutions of the Dawson equation
• Kernel-correlated Lévy field driven forward rate and application to derivative pricing
• Global well-posedness to stochastic reaction-diffusion equations on the real line \(\mathbb{R}\) with superlinear drifts driven by multiplicative space-time white noise
• Regularization by noise and flows of solutions for a stochastic heat equation
• 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?)
• The spatial Lambda-Fleming-Viot process with fluctuating selection
• Well-posedness of the martingale problem for superprocess with interaction
• An approximation result for a quasi-linear stochastic heat equation
• 2-microlocal analysis of martingales and stochastic integrals
• Young differential equations with power type nonlinearities
• On the boundary of the zero set of super-Brownian motion and its local time
• Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients
• The compact interface property for the stochastic heat equation with seed bank
• Uniqueness problem for SPDEs from population models
• Existence and pathwise uniqueness to an SPDE driven by \(\alpha\)-stable colored noise
• Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case
• The Compact Support Property for Solutions to the Stochastic Partial Differential Equations with Colored Noise
• Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise
• Well-posedness for a pseudomonotone evolution problem with multiplicative noise
• Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
• The stochastic Fisher-KPP equation with seed bank and on/off branching coalescing Brownian motion
• On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
• Super-Brownian motion as the unique strong solution to an SPDE
• Transportation cost inequalities for stochastic reaction diffusion equations on the whole real line
• SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
• Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise
• A distribution-function-valued SPDE and its applications
• The stochastic p -Laplace equation on ℝ ^d
• New results on pathwise uniqueness for the heat equation with colored noise
• Existence and uniqueness for the mild solution of the stochastic heat equation with non-Lipschitz drift on an unbounded spatial domain
• On non-existence of global solutions to a class of stochastic heat equations
• Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations
• Pathwise nonuniqueness for the SPDEs of some super-Brownian motions with immigration
• 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
• On the pathwise uniqueness of stochastic partial differential equations with non-Lipschitz coefficients
• Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise
• Strong uniqueness for an SPDE via backward doubly stochastic differential equations
• Rescaled Whittaker driven stochastic differential equations converge to the additive stochastic heat equation

This page was built for publication: On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q858987)