Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
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DOI：
10.1016/j.jfa.2009.11.019
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发表时间：
2010-07
影响因子：
1.7
通讯作者：
G. Prato;F. Flandoli
中科院分区：
文献类型：
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作者：
G. Prato;F. Flandoli
考虑Hilbert空间中的一个抽象发展方程.在确定性的情况下，它包括几个非唯一性的例子。证明了通过适当的非退化加性噪声恢复路径唯一性。证明是基于相关的无穷维Kolmogorov方程。
An abstract evolution equation in Hilbert spaces is considered. In the deterministic case, it includes several examples of non-uniqueness. It is proved that pathwise uniqueness is restored by means of a suitably non-degenerate additive noise. The proof is based on the associated infinite dimensional Kolmogorov equation.