On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
| Author(s) | Mytnik, Leonid | |
| Author(s) | Perkins, Edwin | |
| Author(s) | Sturm, Anja | |
| Date Accessioned | 2005-06-02T15:07:13Z | |
| Date Available | 2005-06-02T15:07:13Z | |
| Publication Date | 2005-02-28 | |
| 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. | en |
| Sponsor | (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. | en |
| Extent | 347463 bytes | |
| MIME type | application/pdf | |
| URL | http://udspace.udel.edu/handle/19716/1298 | |
| Language | en_US | |
| Publisher | Department of Mathematical Sciences | en |
| Part of Series | Technical Reports: 2005-04 | |
| Keywords | Heat equation | en |
| Keywords | colored noise | en |
| Keywords | stochastic partial ddifferential equation | en |
| Keywords | uniqueness | en |
| Keywords | existence | en |
| dc.subject.classification | AMS: Primary 60H15, 60K35 Secondary 60K37, 60J80, 60F05 | |
| Title | On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients | en |
| Type | Technical Report | en |