TY - JOUR
T1 - Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients
T2 - The white noise case
AU - Mytnik, Leonid
AU - Perkins, Edwin
N1 - Funding Information:
L. Mytnik was supported in part by the Israel Science Foundation (grant No. 1162/06).
Funding Information:
E. Perkins was supported by an NSERC Research grant.
PY - 2011/3
Y1 - 2011/3
N2 - We prove pathwise uniqueness for solutions of parabolic stochastic pde's with multiplicative white noise if the coefficient is Hölder continuous of index γ > 3/4. The method of proof is an infinite-dimensional version of the Yamada-Watanabe argument for ordinary stochastic differential equations.
AB - We prove pathwise uniqueness for solutions of parabolic stochastic pde's with multiplicative white noise if the coefficient is Hölder continuous of index γ > 3/4. The method of proof is an infinite-dimensional version of the Yamada-Watanabe argument for ordinary stochastic differential equations.
KW - Pathwise uniqueness
KW - Stochastic partial differential equations
KW - White noise
UR - http://www.scopus.com/inward/record.url?scp=79952003906&partnerID=8YFLogxK
U2 - 10.1007/s00440-009-0241-7
DO - 10.1007/s00440-009-0241-7
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AN - SCOPUS:79952003906
SN - 0178-8051
VL - 149
SP - 1
EP - 96
JO - Probability Theory and Related Fields
JF - Probability Theory and Related Fields
IS - 1
ER -