English

Pathwise Uniqueness for the Stochastic Heat Equation with H\"older Continuous Drift and Noise Coefficients

Probability 2017-06-14 v3

Abstract

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder continuous of index γ>3/4\gamma>3/4, and drift coefficients that are Lipschitz continuous. Later we use the comparison theorem to get sufficient conditions for the pathwise uniqueness for solutions of the stochastic heat equation, when both the white noise and the drift coefficients are H\"{o}lder continuous.

Keywords

Cite

@article{arxiv.1405.4630,
  title  = {Pathwise Uniqueness for the Stochastic Heat Equation with H\"older Continuous Drift and Noise Coefficients},
  author = {Leonid Mytnik and Eyal Neuman},
  journal= {arXiv preprint arXiv:1405.4630},
  year   = {2017}
}

Comments

14 pages. arXiv admin note: text overlap with arXiv:1403.4491