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

DOI10.1214/009117906000000331MaRDI QIDQ858987zbMATH OpenOpenAlexFDO

Authors Leonid Mytnik, Anja Sturm, Edwin Perkins

Publication date 12 January 2007

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

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

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)

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.

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Cited in

(43)

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