Pathwise uniqueness for stochastic heat and damped equations with Hölder continuous drift

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Authors: Davide Addona, Davide A. Bignamini
Cited by: 0
References: 46

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