Let V. H be two separable Hilbert spaces, and T > 0 We consider a stochastic differential equation which evolves in the Hilbert space H of the form dX(t) = AX(t)dt + LB(X(t))dt + GdW(t), t is an element of [0, T], X(0) = x is an element of H (1) where A: D(A) subset of H -> H is a linear operator and the infinitesimal generator of a strongly continuous semigroup {e(tA)}(t >= q), W = {W(t)}(t >= 0) is a V-cylindrical Wiener process defined on a normal filtered probability space (Omega, F, {F-t}(t is an element of[0,T]), P), B : H -> H is a bounded and theta-Holder continuous function, for some suitable theta is an element of (0, 1), and.f : H -> H and G : V -> H are linear bounded operators. We prove that, under suitable assumptions on the coefficients, the weak mild solution to equation (1) depends on the initial datum in a Lipschitz way. This implies that for (1), pathwise uniqueness holds. Here, the presence of the operator L plays a crucial role. In particular, the conditions assumed on the coefficients cover the stochastic damped wave equation in dimension 1 and the stochastic damped Euler-Bernoulli Beam equation up to dimension 3 even in the hyperbolic case.

Pathwise uniqueness in infinite dimension under weak structure condition

Bignamini D. A.
2026-01-01

Abstract

Let V. H be two separable Hilbert spaces, and T > 0 We consider a stochastic differential equation which evolves in the Hilbert space H of the form dX(t) = AX(t)dt + LB(X(t))dt + GdW(t), t is an element of [0, T], X(0) = x is an element of H (1) where A: D(A) subset of H -> H is a linear operator and the infinitesimal generator of a strongly continuous semigroup {e(tA)}(t >= q), W = {W(t)}(t >= 0) is a V-cylindrical Wiener process defined on a normal filtered probability space (Omega, F, {F-t}(t is an element of[0,T]), P), B : H -> H is a bounded and theta-Holder continuous function, for some suitable theta is an element of (0, 1), and.f : H -> H and G : V -> H are linear bounded operators. We prove that, under suitable assumptions on the coefficients, the weak mild solution to equation (1) depends on the initial datum in a Lipschitz way. This implies that for (1), pathwise uniqueness holds. Here, the presence of the operator L plays a crucial role. In particular, the conditions assumed on the coefficients cover the stochastic damped wave equation in dimension 1 and the stochastic damped Euler-Bernoulli Beam equation up to dimension 3 even in the hyperbolic case.
2026
2026
Pathwise uniqueness; Regularization by noise; H & ouml;lder continuous drift; It & ocirc;-Tanaka trick; Stochastic damped wave equation; Stochastic heat equation
Addona, D.; Bignamini, D. A.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11383/2208112
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