On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients

By L. Mytnik, Edwin A. Perkins, Anja Sturm. 2005

83 citations recorded by the source corpus.

(1) Research supported in part by the Israel Science Foundation (grant No. 116/01 - 10.0). (2) Research supported in part by an NSERC Research grant. (3) Research supported in part by an NSERC Research grant and by DFG Priority Program 1033.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/edc6d069f4b815fd6becc777e0e17aa3390bcc36