On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
Date
2005-02-28
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Department of Mathematical Sciences
Abstract
We consider the existence and pathwise uniqueness of the stochastic heat equation with a
multiplicative colored noise term on R
d for d greater than or equal to 1. We focus on the case of non-Lipschitz noise
coefficients and singular spatial noise correlations. In the course of the proof a new result on
Holder continuity of the solutions near zero is established.
Description
Keywords
Heat equation, colored noise, stochastic partial ddifferential equation, uniqueness, existence