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Strong uniqueness for stochastic evolution equations with unbounded measurable drift term

Articolo
Data di Pubblicazione:
2014
Abstract:
We consider stochastic evolution equations in Hilbert spaces with merely measurable and locally bounded drift term and cylindrical Wiener noise. We prove pathwise (hence strong) uniqueness in the class of global solutions. This paper extends our previous paper (Da Prato et al. in Ann Probab 41:3306-3344, 2013) which generalized Veretennikov's fundamental result to infinite dimensions assuming boundedness of the drift term. As in Da Prato et al. (Ann Probab 41:3306-3344, 2013), pathwise uniqueness holds for a large class, but not for every initial condition. We also include an application of our result to prove existence of strong solutions when the drift is assumed only to be measurable and bounded and grow more than linearly.
Tipologia CRIS:
1.1 Articolo in rivista
Keywords:
Pathwise uniqueness; Stochastic PDEs; Locally bounded measurable drift term; Strong mild solutions
Elenco autori:
Da Prato, G.; Flandoli, F.; Priola, E.; Rockner, M.
Autori di Ateneo:
PRIOLA ENRICO
Link alla scheda completa:
https://iris.unipv.it/handle/11571/1251254
Pubblicato in:
JOURNAL OF THEORETICAL PROBABILITY
Journal
  • Dati Generali

Dati Generali

URL

http://arxiv.org/pdf/1309.5506v2
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