Pathwise uniqueness for stochastic heat equations with H\"older continuous coefficients: the white noise case
Probability
2008-09-02 v1
Abstract
We prove pathwise uniqueness for solutions of parabolic stochastic pde's with multiplicative white noise if the coefficient is H\"older continuous of index . The method of proof is an infinite-dimensional version of the Yamada-Watanabe argument for ordinary stochastic differential equations.
Cite
@article{arxiv.0809.0248,
title = {Pathwise uniqueness for stochastic heat equations with H\"older continuous coefficients: the white noise case},
author = {Leonid Mytnik and Edwin Perkins},
journal= {arXiv preprint arXiv:0809.0248},
year = {2008}
}
Comments
77 pages