English

Pathwise uniqueness in infinite dimension under weak structure conditions

Probability 2025-03-21 v2

Abstract

Let U,HU,H be two separable Hilbert spaces and T>0T>0. We consider an SDE which evolves in the Hilbert space HH of the form \begin{align} dX(t)=AX(t)dt+\widetilde{\mathscr L}B(X(t))dt+GdW(t), \quad t\in[0,T], \quad X(0)=x \in H, \end{align} where A:D(A)HHA:D(A)\subseteq H\to H is the infinitesimal generator of a strongly continuous semigroup (etA)t0(e^{tA})_{t\geq0}, W=(W(t))t0W=(W(t))_{t\geq0} is a UU-cylindrical Wiener process defined on a normal filtered probability space (Ω,F,{Ft}t[0,T],P)(\Omega,\mathcal{F},\{\mathcal{F}_t\}_{t\in [0,T]},\mathbb{P}), B:HHB:H\to H is a bounded and θ\theta-H\"older continuous function, for some suitable θ(0,1)\theta\in(0,1), and L~:HH\widetilde{\mathscr L}:H\to H and G:UHG:U\to H are linear bounded operators. We prove that, under suitable assumptions on the coefficients, the weak mild solution to the equation depends on the initial datum in a Lipschitz way. This implies that pathwise uniqueness holds true. Here, the presence of the operator Λ\Lambda plays a crucial role. In particular the conditions assumed on the coefficients cover the stochastic damped wave equation in dimension 11 and the stochastic damped Euler--Bernoulli Beam equation upto dimension 33 even in the hyperbolic case.

Keywords

Cite

@article{arxiv.2405.14819,
  title  = {Pathwise uniqueness in infinite dimension under weak structure conditions},
  author = {Davide Addona and Davide Augusto Bignamini},
  journal= {arXiv preprint arXiv:2405.14819},
  year   = {2025}
}

Comments

arXiv admin note: text overlap with arXiv:2308.05415

R2 v1 2026-06-28T16:37:41.878Z