Pathwise uniqueness for a class of SDE in Hilbert spaces and applications

DOI10.1016/J.JFA.2009.11.019zbMATH Open1202.60096OpenAlexW2060836876MaRDI QIDQ982497FDOQ982497

Authors: Guiseppe Da Prato, Franco Flandoli 

Publication date: 7 July 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2009.11.019

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zbMATH Keywords

pathwise uniquenessinfinite dimensional Kolmogorov equations

Mathematics Subject Classification ID

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

Cites Work

• Stochastic Equations in Infinite Dimensions
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• Existence of strong solutions for Itô's stochastic equations via approximations
• On Stochastic Differential Equations with Locally Unbounded Drift
• On the stochastic Burgers' equation in the real line
• On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
• On stochastic reaction-diffusion equations with singular force term

Cited In (55)

• Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise
• Partial smoothing of the stochastic wave equation and regularization by noise phenomena
• Homogenization for singularly perturbed stochastic wave equations with Hölder continuous coefficients
• Prevalence of \(\rho\)-irregularity and related properties
• Noise prevents infinite stretching of the passive field in a stochastic vector advection equation
• On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs
• Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
• Remarks on Stochastic Navier-Stokes Equations
• Ergodicity of the stochastic fractional reaction-diffusion equation
• A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
• Stochastic Navier-Stokes equations and related models
• Strong uniqueness for stochastic evolution equations with unbounded measurable drift term
• Stochastic wave equation with Hölder noise coefficient: well-posedness and small mass limit
• Pathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift component
• Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients
• Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
• Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
• On uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs
• Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes
• Averaging along irregular curves and regularisation of ODEs
• Degenerate SDEs with singular drift and applications to Heisenberg groups
• Regularization by transport noises for 3D MHD equations
• Schauder regularity results in separable Hilbert spaces
• High mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equations
• Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process
• White noise differential equations for vector-valued white noise functionals
• Pathwise uniqueness for stochastic evolution equations with Hölder drift and stable Lévy noise
• Existence and Uniqueness Results for Neutral SDEs in Hilbert Spaces
• Degenerate SDEs in Hilbert spaces with rough drifts
• Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
• Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift
• Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients
• Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
• A BSDEs approach to pathwise uniqueness for stochastic evolution equations
• On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
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• Stochastic regularization effects of semi-martingales on random functions
• Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes
• Pathwise uniqueness for singular SDEs driven by stable processes
• Some results for pathwise uniqueness in Hilbert spaces
• Regularization by noise and stochastic Burgers equations
• Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation
• Fokker-Planck equation for dissipative 2D Euler equations with cylindrical noise
• Exponential ergodicity and regularity for equations with Lévy noise
• Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
• Infinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusion
• Path-Dependent SDEs in Hilbert Spaces
• Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations
• Existence and uniqueness for a class of SPDEs driven by Lévy noise in Hilbert spaces
• Schauder estimates for elliptic equations in Banach spaces associated with stochastic reaction-diffusion equations
• Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
• Nonuniqueness for nonnegative solutions of parabolic stochastic partial differential equations
• Noiseless regularisation by noise
• Non-autonomous stochastic evolution equations in Banach spaces of martingale type 2: strict solutions and maximal regularity

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