Pathwise uniqueness for stochastic heat equations with Holder continuous coefficients: the white noise case
成果类型：
Article
署名作者：
Mytnik, Leonid; Perkins, Edwin
署名单位：
University of British Columbia; Technion Israel Institute of Technology
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-009-0241-7
发表日期：
2011
页码：
1-96
关键词：
摘要：
We prove pathwise uniqueness for solutions of parabolic stochastic pde's with multiplicative white noise if the coefficient is Holder continuous of index gamma > 3/4. The method of proof is an infinite-dimensional version of the Yamada-Watanabe argument for ordinary stochastic differential equations.
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