Abstract
Motivated by the regularization by noise phenomenon for SDEs, we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation ∂u/∂t = 1/2 ∂ 2 u/∂z 2 +b (u(t, z)) + W˙(t,z), where W˙ is a space-time white noise on ℝ + × ℝ and b is a bounded measurable function on ℝ. As a byproduct of our proof, we also establish the so-called path-by-path uniqueness for any initial condition in a certain class on the same set of probability one. To obtain these results, we develop a new approach that extends Davie's method (2007) to the context of stochastic partial differential equations.
Original language | English |
---|---|
Pages (from-to) | 165-212 |
Number of pages | 48 |
Journal | Annals of Probability |
Volume | 47 |
Issue number | 1 |
DOIs | |
State | Published - 1 Jan 2019 |
Keywords
- Path-by-path uniqueness
- Regularization by noise
- Stochastic flow of solutions
- Stochastic heat equation
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty