Pathwise uniqueness for stochastic heat equations with H\"older   continuous coefficients: the white noise case
  We prove pathwise uniqueness for solutions of parabolic stochastic pde's with multiplicative white noise if the coefficient is H\"older continuous of index $\gamma>3/4$. The method of proof is an infinite-dimensional version of the Yamada-Watanabe argument for ordinary stochastic differential equations. 
Leonid Mytnik (Technion), Edwin Perkins (The University of British   Columbia)