Non-uniqueness for non-negative solutions of parabolic stochastic partial differential equations

preprint2011arXivOpen access

Abstract

Pathwise non-uniqueness is established for non-negative solutions of the parabolic stochastic pde ∂X∂t=Δ2X+XpW˙+ψ, X0≡0\frac{\partial X}{\partial t}=\fracΔ{2}X+X^p\dot W+ψ,\ X_0\equiv 0 where W˙\dot W is a white noise, ψ≥0ψ\ge 0 is smooth, compactly supported and non-trivial, and 0<p<1/20<p<1/2. We further show that any solution spends positive time at the 0 function.

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