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
Pages :
13
From page :
204
To page :
216
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
Serial Year :
2008
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
937187
Link To Document :
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