Pathwise uniqueness in infinite dimension under weak structure conditions
Abstract
Let be two separable Hilbert spaces and . We consider an SDE which evolves in the Hilbert space 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 is the infinitesimal generator of a strongly continuous semigroup , is a -cylindrical Wiener process defined on a normal filtered probability space , is a bounded and -H\"older continuous function, for some suitable , and and 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 plays a crucial role. In particular the conditions assumed on the coefficients cover the stochastic damped wave equation in dimension and the stochastic damped Euler--Bernoulli Beam equation upto dimension 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