Pathwise Uniqueness of the Stochastic Heat Equations with Spatially Inhomogeneous White Noise

Abstract

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 Hölder continuous of index $\gamma >1-\frac{\eta }{2(\eta +1)}$. Here $\eta \in (0,1)$ is a constant that defines the spatial regularity of the noise.

60 pages. arXiv admin note: text overlap with arXiv:0809.0248 by other authors