Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift

DOI10.1214/12-AOP763zbMath1291.35455arXiv1109.0363OpenAlexW3099149315MaRDI QIDQ378805

Giuseppe Da Prato, Franco Flandoli, Michael Roeckner, Enrico Priola

Publication date: 12 November 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.0363

zbMATH Keywords

pathwise uniquenessstochastic PDEsbounded measurable drift

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (65)

New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts ⋮ Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle ⋮ Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise ⋮ On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noisy dispersion ⋮ Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic ⋮ Stochastic regularization effects of semi-martingales on random functions ⋮ On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes ⋮ Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component ⋮ Large deviations and transitions between equilibria for stochastic Landau-Lifshitz-Gilbert equation ⋮ Limit theorems for cylindrical martingale problems associated with Lévy generators ⋮ Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise ⋮ Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations ⋮ Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process ⋮ Large and moderate deviation principles for McKean-Vlasov SDEs with jumps ⋮ Stochastic 3D globally modified Navier-Stokes equations: weak attractors, invariant measures and large deviations ⋮ Large deviations for the two-time-scale stochastic convective Brinkman-Forchheimer equations ⋮ Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces ⋮ Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift ⋮ Stochastic differential equations with critical drifts ⋮ Large deviations for stochastic nematic liquid crystals driven by multiplicative Gaussian noise ⋮ A BSDEs approach to pathwise uniqueness for stochastic evolution equations ⋮ Regularization by transport noises for 3D MHD equations ⋮ Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps ⋮ Schauder regularity results in separable Hilbert spaces ⋮ Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients ⋮ A counterexample to \(L^{\infty}\)-gradient type estimates for Ornstein-Uhlenbeck operators ⋮ Strong uniqueness for stochastic evolution equations with unbounded measurable drift term ⋮ Restoration of well-posedness of infinite-dimensional singular ODE's via noise ⋮ Optimal Control of Nonlinear Stochastic Differential Equations on Hilbert Spaces ⋮ Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients ⋮ The infinitesimal generator of the stochastic Burgers equation ⋮ Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift ⋮ Stochastic formulations of the parametrix method ⋮ Hyperviscous stochastic Navier–Stokes equations with white noise invariant measure ⋮ Sobolev regularity for a class of second order elliptic PDE's in infinite dimension ⋮ A comparison theorem for stochastic differential equations under the Novikov condition ⋮ Pathwise uniqueness for the stochastic heat equation with Hölder continuous drift and noise coefficients ⋮ Gradient estimates for the fundamental solution of Lévy type operator ⋮ Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces ⋮ Degenerate SDEs with singular drift and applications to Heisenberg groups ⋮ Non-autonomous stochastic evolution equations in Banach spaces of martingale type 2: strict solutions and maximal regularity ⋮ Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients ⋮ On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients ⋮ Noise prevents infinite stretching of the passive field in a stochastic vector advection equation ⋮ Degenerate SDEs in Hilbert spaces with rough drifts ⋮ A natural extension of Markov processes and applications to singular SDEs ⋮ Pathwise uniqueness for stochastic evolution equations with Hölder drift and stable Lévy noise ⋮ Strong uniqueness for SDEs in Hilbert spaces with nonregular drift ⋮ High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations ⋮ Invariant measures for nonlinear conservation laws driven by stochastic forcing ⋮ An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs ⋮ Quasi-linear stochastic partial differential equations with irregular coefficients: Malliavin regularity of the solutions ⋮ Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient ⋮ Cylindrical martingale problems associated with Lévy generators ⋮ Fokker–Planck equation for dissipative 2D Euler equations with cylindrical noise ⋮ Stochastic Navier-Stokes equations and related models ⋮ Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion ⋮ On a theorem by A.S. Cherny for semilinear stochastic partial differential equations ⋮ Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes ⋮ Large deviations for stochastic equations in Hilbert spaces with non-Lipschitz drift ⋮ A note on stochastic semilinear equations and their associated Fokker-Planck equations ⋮ On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs ⋮ Large deviation principle for spatial economic growth model on networks ⋮ Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation ⋮ Remarks on Stochastic Navier-Stokes Equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Maximal \(L^2\) regularity for Dirichlet problems in Hilbert spaces
• Pathwise uniqueness for singular SDEs driven by stable processes
• Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
• Kolmogorov equations for stochastic PDEs.
• Well-posedness of the transport equation by stochastic perturbation
• Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
• On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
• Strong solutions of stochastic equations with singular time dependent drift
• On the stochastic Burgers' equation in the real line
• Perturbation of drift-type for Levy processes
• Symmetric Ornstein-Uhlenbeck semigroups and their generators
• Existence of strong solutions for Itô's stochastic equations via approximations
• Transport equations with fractal noise-existence, uniqueness and regularity of the solution
• Existence and uniqueness results for semilinear stochastic partial differential equations
• A concise course on stochastic partial differential equations
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
• Gradient Estimates and Domain Identification for Analytic Ornstein-Uhlenbeck Operators
• Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
• A Note on a Result of Liptser-Shiryaev
• On Stochastic Differential Equations with Locally Unbounded Drift
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
• On stochastic reaction-diffusion equations with singular force term
• Generalized Ornstein-Uhlenbeck semigroups: Littlewood-Paley-Stein inequalities and the P. A. Meyer equivalence of norms
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift