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math.PR2014★ 10 cited
Pathwise Uniqueness for the Stochastic Heat Equation with Hölder Continuous Drift and Noise Coefficients
Leonid Mytnik, Eyal Neuman
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…
math.PR2014★ 6 cited
Pathwise Uniqueness of the Stochastic Heat Equations with Spatially Inhomogeneous White Noise
Eyal Neuman
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 sol…