Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: the white noise case
By L. Mytnik, Edwin A. Perkins. 2008
89 citations recorded by the source corpus.
We prove pathwise uniqueness for solutions of parabolic stochastic pde’s with multiplicative white noise if the coefficient is Hölder continuous of index γ > 3/4. The method of proof is an infinite-dimensional version of the Yamada–Watanabe argument for ordinary stochastic differential equations.
Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance
View Paper: https://www.semanticscholar.org/paper/19203ae259aa2514677f1ffd4aa0991c2c437b55
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Computational Theory and Mathematics
In Control and Systems Engineering
In Finance
Citations in the corpus
- Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions (2013, background): “The initial condition is taken to be a measure on R, such as the Dirac delta function, but this measure may also have noncompact support and even be nontempered (e.g., with exponentially growing tails).”