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


الملخص بالإنكليزية

We prove pathwise uniqueness for solutions of parabolic stochastic pdes with multiplicative white noise if the coefficient is Holder 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.

تحميل البحث