Related papers: Pathwise uniqueness for stochastic heat equations …

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…

We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is…

We consider strong uniqueness and thus also existence of strong solutions for the stochastic heat equation with a multiplicative colored noise term. Here, the noise is white in time and colored in q dimensional space ($q \geq 1$) with a…

Motivated by Girsanov's nonuniqueness examples for SDEs, we prove nonuniqueness for the parabolic stochastic partial differential equation (SPDE) \[\frac{\partial u}{\partial t}=\frac{\Delta}{2}u(t,x)…

In this paper we study the pathwise uniqueness of solution to the following stochastic partial differential equation (SPDE) with H\"older continuous coefficient: \begin{eqnarray*} \frac{\partial X_t(x)}{\partial t}=\frac{1}{2} \Delta X_t(x)…

We prove uniqueness in law for a class of parabolic stochastic partial differential equations in an interval driven by a functional A(u) of the temperature u times a space-time white noise. The functional A(u) is H\"older continuous in u of…

In this work, we investigate the well-posedness of a stochastic heat equation with an arbitrary (but polynomial) nonlinearity in any dimension $d\geq 1$ perturbed by a multiplicative white noise in the Stratonovich form, subject to an…

We consider the existence and pathwise uniqueness of the stochastic heat equation with a multiplicative colored noise term on IR^d for d greater or equal to 1. We focus on the case of non-Lipschitz noise coefficients and singular spatial…

We show pathwise uniqueness for a class of degenerate It\^{o}-SDE among all of its weak solutions that spend zero time at the points of degeneracy of the dispersion matrix. Consequently, by the Yamada-Watanabe Theorem and a weak existence…

We study strictly parabolic stochastic partial differential equations on $\R^d$, $d\ge 1$, driven by a Gaussian noise white in time and coloured in space. Assuming that the coefficients of the differential operator are random, we give…

We investigate the stochastic heat equation driven by space-time white noise defined on an abstract Hilbert space, assuming that the drift and diffusion coefficients are both merely H\"older continuous. Random field SPDEs are covered as…

Pathwise non-uniqueness is established for non-negative solutions of the parabolic stochastic pde $$\frac{\partial X}{\partial t}=\frac{\Delta}{2}X+X^p\dot W+\psi,\ X_0\equiv 0$$ where $\dot W$ is a white noise, $\psi\ge 0$ is smooth,…

We consider the stochastic wave and heat equations with affine multiplicative Gaussian noise which is white in time and behaves in space like the fractional Brownian motion with index $H \in (\frac14,\frac12)$. The existence and uniqueness…

We prove pathwise uniqueness for an abstract stochastic reaction-diffusion equation in Banach spaces. The drift contains a bounded H\"{o}lder term; in spite of this, due to the space-time white noise it is possible to prove pathwise…

We study in this article the stochastic Zakharov-Kuznetsov equation driven by a multiplicative noise. We establish, in space dimensions two and three the global existence of martingale solutions, and in space dimension two the global…

We put forward a new method for proving weak uniqueness of stochastic equations with singular drifts driven by a non-Markov or infinite-dimensional noise. We apply our method to study stochastic heat equation (SHE) driven by Gaussian…

We prove pathwise uniqueness and strong existence of solutions for stochastic reaction-diffusion systems with locally Lipschitz continuous reaction term of polynomial growth and H\"older continuous multiplicative noise. Under additional…

In this paper, we prove pathwise uniqueness for stochastic degenerate systems with a H{\"o}lder drift, for a H{\"o}lder exponent larger than the critical value 2/3. This work extends to the degenerate setting the earlier results obtained by…

White-noise case stochastic heat equation was derived from Dawson-Watanabe superprocess. The pathwise uniqueness of their solutions with non-Lipschitz coefficients has attracted wide attention and in particular, the square-root coefficient…

For a class of non-linear stochastic heat equations driven by $\alpha$-stable white noises for $\alpha\in(1,2)$ with Lipschitz coefficients, we first show the existence and pathwise uniqueness of $L^p$-valued c\`{a}dl\`{a}g solutions to…