Pathwise uniqueness for a class of SPDEs driven by cylindrical $\alpha$-stable processes
Probability
2017-03-03 v1
Abstract
We show the pathwise uniqueness for stochastic partial differential equation driven by a cylindrical -stable process with H\"older continuous drift, thus obtaining an infinite dimensional generalization of the result of Priola [Osaka J. Math., 2012] in the case . The proof is based on an infinite dimensional Kolmogorov equation with non-local operator.
Keywords
Cite
@article{arxiv.1703.00664,
title = {Pathwise uniqueness for a class of SPDEs driven by cylindrical $\alpha$-stable processes},
author = {Xiaobin Sun and Longjie Xie and Yingchao Xie},
journal= {arXiv preprint arXiv:1703.00664},
year = {2017}
}