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

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

2005-07-26

arxiv.org/abs/math/0507545v1

Mathematics

Probability

39 pages

Scientific paper

We 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.

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