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

Leonid Mytnik, Edwin Perkins

Research output: Contribution to journalArticlepeer-review

Abstract

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.

Original languageEnglish
Pages (from-to)1-96
Number of pages96
JournalProbability Theory and Related Fields
Volume149
Issue number1
DOIs
StatePublished - Mar 2011

Keywords

  • Pathwise uniqueness
  • Stochastic partial differential equations
  • White noise

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint

Dive into the research topics of 'Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: The white noise case'. Together they form a unique fingerprint.

Cite this