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

From MaRDI portal
Publication:982497

DOI10.1016/j.jfa.2009.11.019zbMath1202.60096OpenAlexW2060836876MaRDI QIDQ982497

Giuseppe 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




Related Items (42)

Averaging along irregular curves and regularisation of ODEsNoiseless regularisation by noiseStochastic regularization effects of semi-martingales on random functionsStochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processesPathwise uniqueness for stochastic reaction-diffusion equations in Banach spaces with an Hölder drift componentStrong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable driftNumerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equationErgodicity of the stochastic fractional reaction-diffusion equationAveraging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equationsStrong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable processGradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous driftStochastic wave equation with Hölder noise coefficient: well-posedness and small mass limitA BSDEs approach to pathwise uniqueness for stochastic evolution equationsRegularization by transport noises for 3D MHD equationsSchauder regularity results in separable Hilbert spacesAsymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficientsStrong uniqueness for stochastic evolution equations with unbounded measurable drift termSchauder estimates for elliptic equations in Banach spaces associated with stochastic reaction-diffusion equationsPathwise uniqueness for singular SDEs driven by stable processesExistence and Uniqueness for a Class of SPDEs Driven by L'{e}vy Noise in Hilbert SpacesA numerical approach to Kolmogorov equation in high dimension based on Gaussian analysisAveraging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficientsWhite noise differential equations for vector-valued white noise functionalsExponential ergodicity and regularity for equations with Lévy noiseSome results for pathwise uniqueness in Hilbert spacesRegularization by noise and stochastic Burgers equationsPathwise uniqueness and continuous dependence for SDEs with non-regular driftDegenerate SDEs with singular drift and applications to Heisenberg groupsNon-autonomous stochastic evolution equations in Banach spaces of martingale type 2: strict solutions and maximal regularityWell-posedness of semilinear stochastic wave equations with Hölder continuous coefficientsNoise prevents infinite stretching of the passive field in a stochastic vector advection equationDegenerate SDEs in Hilbert spaces with rough driftsPathwise uniqueness for stochastic evolution equations with Hölder drift and stable Lévy noiseHigh mode transport noise improves vorticity blow-up control in 3D Navier-Stokes equationsDegenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise CoefficientCalculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equationsFokker–Planck equation for dissipative 2D Euler equations with cylindrical noiseStochastic Navier-Stokes equations and related modelsInfinite-dimensional regularization of McKean-Vlasov equation with a Wasserstein diffusionPathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processesOn the relation between the Girsanov transform and the Kolmogorov equations for SPDEsRemarks on Stochastic Navier-Stokes Equations



Cites Work


This page was built for publication: Pathwise uniqueness for a class of SDE in Hilbert spaces and applications