English

Stochastic heat equation with nondegenerate Hölder diffusion coefficient: uniqueness below the three-fourth threshold

Probability 2026-08-02 v1

Abstract

We consider stochastic heat equation (SHE) defined on 1-d torus T\mathbb{T} of the form tu=Δu+g(u)W˙,\partial_t u=\Delta u+g(u)\dot{W},where W˙\dot{W} is a space-time white noise and gg is a real-valued function which is uniformly elliptic (i.e., g|g| is uniformly bounded away from 0), and is globally β\beta-Holder continuous for some β(0,1)\beta\in(0,1). We prove that weak uniqueness holds as long as β>23\beta>\frac{2}{3}. The same uniqueness holds for vector-valued solutions where the coefficient GG has the same dimension as the white noise. Previously, uniqueness of solutions to the SHE with Holder diffusion coefficient was only established for β>34\beta>\frac{3}{4} via a Yamada Watanabe argument by Mytnik and Perkins (arxiv:0809.0248) without assuming gg is nonzero. And when β<34\beta<\frac{3}{4}, Mueller, Mytnik and Perkins (arXiv:1201.2767) constructed a non-unique SPDE example satisfying g(0)=0g(0)=0. A later generalized coupling argument for nondegenerate gg also stopped at the same threshold 34\frac{3}{4}. Our result shows that uniform ellipticity of gg restores uniqueness to SHEs in the Holder regime where the same SHE with non-elliptic gg and the same Holder regularity are often non-unique in law. This constitutes the first general class of SHE weak uniqueness results in the β(23,34]\beta\in(\frac{2}{3},\frac{3}{4}] 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}
}