Pathwise uniqueness for parabolic stochastic pde's

  • Date: 04/05/2006
Lecturer(s):

Ed Perkins (University of British Columbia)

Location: 

University of British Columbia

Topic: 

Consider the SPDE: du/dt=u''+g(u)dW/dtdx where dW/dtdx is space-time white noise and g is Holder continuous of index h. It is shown that if 2h^3-h > 3/4 then pathwise uniqueness holds. The proof is an infinite dimensional extension of the Yamada-Watanabe Theorem. This work is joint with Leonid Mytnik.

Sponsor: 

pims