Abstract. We prove pathwise uniqueness for solutions of parabolic stochastic pde's with multiplicative white noise if the coefficient is Hölder continuous of index γ > 3/4. The method of proof is an infinite-dimensional version of the Yamada-Watanabe argument for ordinary stochastic differential equations.
We consider the existence and pathwise uniqueness of the stochastic heat equation with a multiplicative colored noise term on R d for d ≥ 1. We focus on the case of non-Lipschitz noise coefficients and singular spatial noise correlations. In the course of the proof a new result on Hölder continuity of the solutions near zero is established.
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