Stochastic heat equation with nondegenerate Hölder diffusion coefficient: uniqueness below the three-fourth threshold
Abstract
We consider stochastic heat equation (SHE) defined on 1-d torus of the form where is a space-time white noise and is a real-valued function which is uniformly elliptic (i.e., is uniformly bounded away from 0), and is globally -Holder continuous for some . We prove that weak uniqueness holds as long as . The same uniqueness holds for vector-valued solutions where the coefficient has the same dimension as the white noise. Previously, uniqueness of solutions to the SHE with Holder diffusion coefficient was only established for via a Yamada Watanabe argument by Mytnik and Perkins (arxiv:0809.0248) without assuming is nonzero. And when , Mueller, Mytnik and Perkins (arXiv:1201.2767) constructed a non-unique SPDE example satisfying . A later generalized coupling argument for nondegenerate also stopped at the same threshold . Our result shows that uniform ellipticity of restores uniqueness to SHEs in the Holder regime where the same SHE with non-elliptic and the same Holder regularity are often non-unique in law. This constitutes the first general class of SHE weak uniqueness results in the regime.
Keywords
Cite
@article{arxiv.2608.01279,
title = {Stochastic heat equation with nondegenerate Hölder diffusion coefficient: uniqueness below the three-fourth threshold},
author = {Yi Han},
journal= {arXiv preprint arXiv:2608.01279},
year = {2026}
}