Title of article :
On pathwise uniqueness of stochastic evolution equations
in Hilbert spaces
Author/Authors :
Bin Xie، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2008
Abstract :
The pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is mainly investigated in this article.
We focus on the case that the modulus of the continuity of the coefficients is not controlled by a linear function. Additionally, we
show that the corresponding diffusion process is Feller.
© 2008 Elsevier Inc. All rights reserved
Keywords :
Q-Wiener process , Gronwall–Bellman lemma , Pathwise uniqueness , invariant measure , Non-Lipschitz
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications