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

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dc.creatorMytnik, Leonid
dc.creatorPerkins, Edwin
dc.creatorSturm, Anja
dc.date2005-07-26
dc.date.accessioned2026-07-07T05:22:01Z
dc.date.available2026-07-07T05:22:01Z
dc.descriptionWe consider the existence and pathwise uniqueness of the stochastic heat equation with a multiplicative colored noise term on IR^d for d greater 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 Hoelder continuity of the solutions near zero is established.
dc.description39 pages
dc.identifierhttps://arxiv.org/abs/math/0507545
dc.identifierhttp://arxiv.org/abs/math/0507545
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/75905
dc.subjectProbability
dc.subject60H15; 60K35
dc.titleOn pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
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