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
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
Journal title :
Journal of Functional Analysis