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arxiv: math/0507545 · v1 · submitted 2005-07-26 · 🧮 math.PR

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

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keywords noisecoefficientsheatnon-lipschitzpathwisestochasticuniquenesscase
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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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