کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156218 958811 2015 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
چکیده انگلیسی

We study the solutions of the stochastic heat equation with multiplicative space–time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is Hölder continuous of index γ>3/4γ>3/4, and drift coefficients that are Lipschitz continuous. Later we use the comparison theorem to get sufficient conditions for the pathwise uniqueness for solutions of the stochastic heat equation, when both the white noise and the drift coefficients are Hölder continuous.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 125, Issue 9, September 2015, Pages 3355–3372
نویسندگان
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