Strong uniqueness for SDEs in Hilbert spaces with nonregular drift

By Giuseppe Da Prato, Franco Flandoli, Michael Röckner, Alexander Yur'evich Veretennikov. 2014

51 citations recorded by the source corpus.

We prove pathwise uniqueness for a class of stochastic dierential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose non-linear drift parts are sums of the subdierential of a convex function and a bounded part. This generalizes a classical result by one of the authors to innite dimensions. Our results also generalize

Subfields: Applied Mathematics, Computational Theory and Mathematics, Finance

View Paper: https://www.semanticscholar.org/paper/a34628e237de9e2e28e6321d6fe1d97b16c2c13c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Lucio Galeati
2. Massimiliano Gubinelli
3. Samy Tindel

In Computational Theory and Mathematics

1. Lucio Galeati
2. Massimiliano Gubinelli
3. Franco Flandoli

In Finance

1. Lucio Galeati
2. Massimiliano Gubinelli
3. Martin Hairer
4. Samy Tindel
5. Nicolas Perkowski
6. Khoa Le
7. Peter K. Friz
8. Antoine Lejay

Citations in the corpus

• Noiseless regularisation by noise (2020, background): “Furthermore, a large set of theoretical tools is available to analyse the effect of Brownian perturbations to deterministic evolutions and this topic has a long and extensive literature [7, 13, 14, 21, 34, 51, 52].”