具有不规则漂移的Hilbert空间中SDEs的强唯一性

IF 2.1 1区数学 Q1 STATISTICS & PROBABILITY

Annals of Probability Pub Date : 2014-04-22 DOI:10.1214/15-AOP1016

G. Prato, Franco Flandoli, M. Röckner, A. Veretennikov

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引用次数: 46

摘要

我们证明了一类随机微分方程(SDE)在具有圆柱Wiener噪声的Hilbert空间上的路径唯一性，其非线性漂移部分是凸函数的次微分部分与有界部分的和。这将作者之一的经典结果推广到无限维。我们的结果也可以推广

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Strong uniqueness for SDEs in Hilbert spaces with nonregular drift

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

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来源期刊

Annals of Probability 数学-统计学与概率论

CiteScore

4.60

自引率

8.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.