Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156218 | Stochastic Processes and their Applications | 2015 | 18 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Leonid Mytnik, Eyal Neuman,