Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: the white noise case
Abstract
Description
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.
77 pages
77 pages