Pathwise uniqueness for stochastic heat and damped equations with Hölder continuous drift
Abstract In this paper, we prove pathwise uniqueness for stochastic differential equations in infinite dimension. Under our assumptions, we are able to consider the stochastic heat equation up to dimension 3, the stochastic damped wave equation in dimension 1 and the stochastic Euler-Bernoulli damped beam equation up to dimension 3.
Authors
- Davide A. Bignamini (ORCID: https://orcid.org/0000-0002-4202-9712)
- Davide Addona (ORCID: https://orcid.org/0000-0002-6372-0334)
Publication Details
- Journal
- Stochastic Partial Differential Equations Analysis and Computations
- Published
- 2026-05-30
- DOI
- https://doi.org/10.1007/s40072-026-00432-0
- Primary Topic
- Stochastic processes and financial applications
- Type
- preprint
- Field-Weighted Citation Impact
- 0.00
Funders
- Istituto Nazionale di Alta Matematica "Francesco Severi"
- Gruppo Nazionale per l'Analisi Matematica, la Probabilità e le loro Applicazioni