Browsing Fakultät für Mathematik und Informatik (inkl. GAUSS) by Referee "Winter, Anita Prof. Dr."
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Pathwise Uniqueness of the Stochastic Heat Equation with Hölder continuous o diffusion coefficient and colored noise
(2013-01-15)We consider the stochastic heat equation in $\mathbb{R}_+ \times \mathbb{R}^q$ with multiplicative noise: \[ \partial_t u(t,x) = \frac{1}{2} \Delta u(t,x) + b(t,x,u(t,x)) + \sigma(t,x,u(t,x)) \, \dot{W}(t,x) .\] Here, ...