Pathwise uniqueness for stochastic heat and damped equations with Hölder continuous drift
Abstract
Abstract In this paper, we prove pathwise uniqueness for stochastic differential equations in infinite dimension. Under our assumptions, we are able to consider the stochastic heat equation up to dimension 3, the stochastic damped wave equation in dimension 1 and the stochastic Euler-Bernoulli damped beam equation up to dimension 3.
Fields of Study & Subjects
Stochastic processes and financial applications
Stability and Controllability of Differential Equations
Advanced Mathematical Modeling in Engineering
Publication details
- Journal / source
- Stochastic Partial Differential Equations Analysis and Computations
- Publisher
- Springer Science and Business Media LLC
- Volume
- 14
- Issue
- 4
- Pages
- 2659-2723
- Publication date
- 30 May 2026
- Language
- EN