English

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 ut=122uz2+b(u(t,z))+W˙(t,z),\frac{\partial u}{\partial t}=\frac12\frac{\partial^2 u}{\partial z^2} + b(u(t,z)) + \dot{W}(t,z), where W˙\dot W is a space-time white noise on R+×R\mathbb{R}_+\times\mathbb{R} and bb is a bounded measurable function on R\mathbb{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. 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}
}

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46 pages