Nonuniqueness for a parabolic SPDE with $\frac{3}{4}-\epsilon$-Hölder diffusion coefficients

Carl Mueller, Leonid Mytnik, Edwin Perkins

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