Strong uniqueness for SDEs in Hilbert spaces with nonregular drift

DOI10.1214/15-AOP1016zbMath1347.60077arXiv1404.5418WikidataQ59895409 ScholiaQ59895409MaRDI QIDQ726799

Franco Flandoli, Alexander Yu. Veretennikov, Giuseppe Da Prato, Michael Roeckner

Publication date: 14 July 2016

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

Full work available at URL: https://arxiv.org/abs/1404.5418

zbMATH Keywords

stochastic differential equations; stochastic partial differential equations; Hilbert spaces; maximal regularity; pathwise uniqueness; quasi-regular Dirichlet forms; Zvonkin-type transformation

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

31C25: Dirichlet forms

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations