Pathwise uniqueness for stochastic heat and damped equations with Hölder continuous drift
Davide Addona, Davide A. Bignamini
公開日: 2023/8/10
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 $3$. We do not require that the so-called {\it structure condition} holds true.