Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise
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Published version
Author(s)
Neuman, Eyal
Type
Journal Article
Abstract
We study the solutions of the stochastic heat equation driven by spatially inhomogeneous multiplicative white noise based on a fractal measure. We prove pathwise uniqueness for solutions of this equation when the noise coefficient is Hölder continuous of index γ>1−η2(η+1). Here η∈(0,1) is a constant that defines the spatial regularity of the noise.
Date Issued
2018-11-01
Date Acceptance
2017-10-27
Citation
The Annals of Probability, 2018, 46 (6), pp.3090-3187
ISSN
0091-1798
Publisher
Institute of Mathematical Statistics
Start Page
3090
End Page
3187
Journal / Book Title
The Annals of Probability
Volume
46
Issue
6
Copyright Statement
© 2018 Institute of Mathematical Statistics.
Subjects
Statistics & Probability
0101 Pure Mathematics
0104 Statistics
Publication Status
Published
Date Publish Online
2018-09-25