Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component

DOI10.1007/S40072-013-0016-0MaRDI QIDQ378034zbMATH OpenOpenAlexFDO

Authors Sandra Cerrai, Guiseppe Da Prato, Franco Flandoli

Publication date 20 November 2013

Published in Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1212.5377

zbMATH Keywords

Kolmogorov equations in infinite dimensionpathwise uniquenessstochastic differential equations in Banach spacestochastic reaction-diffusion equations

Mathematics Subject Classification ID

Nonlinear differential equations in abstract spaces (34G20) Perturbations of nonlinear operators (47H14) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We prove pathwise uniqueness for an abstract stochastic reaction-diffusion equation in Banach spaces. The drift contains a bounded H"{o}lder term; in spite of this, due to the space-time white noise it is possible to prove pathwise uniqueness. The proof is based on a detailed analysis of the associated Kolmogorov equation. The model includes examples not covered by the previous works based on Hilbert spaces or concrete SPDEs.

Review text

The authors consider the general class of reaction-diffusion equations in the Banach space \[ dx(t)= [Ax(t)+ F(X(t))+ B(X(t))]\,dt+ dW(t),\quad X(0)=x, \] where \(A\) is the Laplacian operator in the one-dimensional space domain \([0,1]\) with Dirichlet or Neumann boundary conditions, the Banach space \(E\) is the closure of \(D(A)\) in \(C([0, 1])\), \(x\in E\), \(F\) is a very general reaction-diffusion operator in \(E\), \(B: E\to E\) is a Hölder continuous and bounded operator, \(W(t)\) is a space-time Wiener process. The authors prove the pathwise uniqueness of the solution for the considered equation using the associated Kolmogorov equation and the perturbation technique. Unfortunately, the obtained results are not illustrated by an example.

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Cited in

(14)

• Global solutions for the stochastic reaction-diffusion equation with super-linear multiplicative noise and strong dissipativity
• Schauder estimates for elliptic equations in Banach spaces associated with stochastic reaction-diffusion equations
• Some results for pathwise uniqueness in Hilbert spaces
• Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients
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• Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise
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• Stochastic dissipative systems in Banach spaces driven by Lévy noise

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