On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
Probability
2007-05-23 v1
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.
Cite
@article{arxiv.math/0507545,
title = {On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients},
author = {Leonid Mytnik and Edwin Perkins and Anja Sturm},
journal= {arXiv preprint arXiv:math/0507545},
year = {2007}
}
Comments
39 pages