Regularization by noise and flows of solutions for a stochastic heat equation
Abstract
Motivated by the regularization by noise phenomenon for SDEs we prove existence and uniqueness of the flow of solutions for the non-Lipschitz stochastic heat equation ∂ u∂ t=12∂2 u∂ z2 + b(u(t,z)) + W(t,z), where W is a space-time white noise on R+×R and b is a bounded measurable function on R. As a byproduct of our proof we also establish the so-called path--by--path uniqueness for any initial condition in a certain class on the same set of probability one. This extends recent results of Davie (2007) to the context of stochastic partial differential equations.
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