Pathwise uniqueness for stochastic heat and damped equations with H\'older continuous drift

Autor:	Addona, Davide, Bignamini, Davide A.
Rok vydání:	2023
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	In this paper, we prove pathwise uniqueness for stochastic differential equations in infinite dimension. Under our assumptions, we are able to consider the stochastic heat equation up to dimension $3$, the stochastic damped wave equation in dimension $1$ and the stochastic Euler-Bernoulli damped beam equation up to dimension $3$. We do not require that the so-called {\it structure condition} holds true. Comment: Added a section about weak existence, which combined with pathwise uniqueness, implies strong existence
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2308.05415 Zobrazit plný text záznamu View this record from Arxiv