Non-uniqueness for non-negative solutions of parabolic stochastic partial differential equations
classification
🧮 math.PR
keywords
partialfracnon-negativenon-uniquenessparabolicsolutionsstochasticcompactly
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Pathwise non-uniqueness is established for non-negative solutions of the parabolic stochastic pde $$\frac{\partial X}{\partial t}=\frac{\Delta}{2}X+X^p\dot W+\psi,\ X_0\equiv 0$$ where $\dot W$ is a white noise, $\psi\ge 0$ is smooth, compactly supported and non-trivial, and $0<p<1/2$. We further show that any solution spends positive time at the 0 function.
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