Title of article
Pathwise uniqueness for a class of SDE in Hilbert spaces and applications
Author/Authors
G. Da Prato، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
25
From page
243
To page
267
Abstract
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.
© 2009 Elsevier Inc. All rights reserved
Keywords
Infinite dimensional Kolmogorov equations , Pathwise uniqueness
Journal title
Journal of Functional Analysis
Serial Year
2010
Journal title
Journal of Functional Analysis
Record number
840225
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