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

Cited by in corpus (9)

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• SPDEs with non-Lipschitz coefficients and nonhomogeous boundary conditions
• Pathwise uniqueness for a SPDE with Hölder continuous coefficient driven by α-stable noise
• A distribution-function-valued SPDE and its applications
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