A BSDEs approach to pathwise uniqueness for stochastic evolution equations

DOI10.1016/J.JDE.2023.04.014zbMATH Open1516.60035arXiv2110.01994OpenAlexW3202222997MaRDI QIDQ6155310FDOQ6155310

Authors: Davide Addona, Federica Masiero, E. Priola 

Publication date: 12 June 2023

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic systems with structural damping (for such equations even existence of solutions in the linear case is a delicate issue) and semilinear stochastic 3D heat equations. In the deterministic case, there are examples of non-uniqueness in our framework. Strong (or pathwise) uniqueness is restored by means of a suitable additive Wiener noise. The proof of uniqueness relies on the study of related systems of infinite dimensional forward-backward SDEs (FBSDEs). This is a different approach with respect to the well-known method based on the Ito formula and the associated Kolmogorov equation (the so-called Zvonkin transformation or Ito-Tanaka trick). We deal with approximating FBSDEs in which the linear part generates a group of bounded linear operators in H; such approximations depend on the type of SPDEs we are considering. We also prove Lipschitz dependence of solutions from their initial conditions.

Full work available at URL: https://arxiv.org/abs/2110.01994

Recommendations

• Pathwise uniqueness for stochastic PDEs
• Pathwise uniqueness for stochastic evolution equations with Hölder drift and stable Lévy noise
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
• Uniqueness for stochastic evolution equations in Banach spaces

zbMATH Keywords

backward stochastic differential equationsstrong uniquenesssemilinear stochastic heat equationsHölder continuous driftnonlinear stochastic PDEssemilinear stochastic Euler-Bernoulli beam equations

Mathematics Subject Classification ID

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

Cites Work

• Adapted solution of a backward semilinear stochastic evolution equation
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
• Stochastic Equations in Infinite Dimensions
• Stochastic nonlinear beam equations
• Interpolation theory
• Title not available (Why is that?)
• Uniqueness for stochastic evolution equations in Banach spaces
• Title not available (Why is that?)
• Mathematical control theory: an introduction
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
• Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
• Title not available (Why is that?)
• Stochastic PDE for nonlinear vibration of elastic panels
• Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces
• On the Backward Stochastic Riccati Equation in Infinite Dimensions
• A mathematical model for linear elastic systems with structural damping
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
• On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
• Hölder flow and differentiability for SDEs with nonregular drift
• Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component
• Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
• On a class of forward-backward stochastic differential systems in infinite dimensions
• Exact null controllability of structurally damped and thermoelastic parabolic models
• Optimal estimates of norms of fast controls in exact null controllability of two non-classical abstract parabolic systems.
• Optimal blowup rates for the minimal energy null control of the strongly damped abstract wave equation
• Invariant measures for stochastic nonlinear beam and wave equations
• Stochastic partial differential equations: an introduction
• Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
• Strong uniqueness for stochastic evolution equations with unbounded measurable drift term

Cited In (9)

• Existence and uniqueness for BSDE with stopping time
• Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
• A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance
• Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise
• Perturbations of singular fractional SDEs
• Partial smoothing of the stochastic wave equation and regularization by noise phenomena
• Differentiability in infinite dimension and the Malliavin calculus
• Schauder regularity results in separable Hilbert spaces
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift

This page was built for publication: A BSDEs approach to pathwise uniqueness for stochastic evolution equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6155310)