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

Davide Addona; Davide A. Bignamini

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arXiv · 2308.05415

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

Davide Addona·Davide A. Bignamini

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Abstract

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.

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Davide Addona, Davide A. Bignamini. 2023-08-10. Pathwise uniqueness for stochastic heat and damped equations with H\"older continuous drift. https://arxiv.org/abs/2308.05415

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