Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: the white noise case

Abstract

We prove pathwise uniqueness for solutions of parabolic stochastic pde's with multiplicative white noise if the coefficient is Hölder continuous of index $\gamma >3/4$. The method of proof is an infinite-dimensional version of the Yamada-Watanabe argument for ordinary stochastic differential equations.

77 pages

References in corpus (1)

• On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients