Regularization by noise and flows of solutions for a stochastic heat equation
Probability
2016-11-08 v2
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 where is a space-time white noise on and is a bounded measurable function on . 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. This extends recent results of Davie (2007) to the context of stochastic partial differential equations.
Keywords
Cite
@article{arxiv.1610.02553,
title = {Regularization by noise and flows of solutions for a stochastic heat equation},
author = {Oleg Butkovsky and Leonid Mytnik},
journal= {arXiv preprint arXiv:1610.02553},
year = {2016}
}
Comments
46 pages