Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes (Q778801)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes |
scientific article |
Statements
Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes (English)
0 references
20 July 2020
0 references
By using Kolmogorov equations with non-local operator in a Hilbert space \(H\), the pathwise uniqueness is proved for the SPDE \[ d X_t= A X_t d t+B(X_t)d t+d Z_t, \] where \((A,\mathcal D(A))\) is a linear operator on \(H\) genetaing a bounded \(C_0\)-semigroup, \(B:H\to H\) is a Hörder continous map, and \(Z_t\) is a cylindrical \(\alpha\)-stable process with \(\alpha\in (\frac 1 2,1).\) This extends a known result established for finite-dimensional models.
0 references
pathwise uniqueness
0 references
stochastic partial differential equation
0 references
cylindrical \(\alpha \)-stable process
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references