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arXiv · 1703.00664

Pathwise uniqueness for a class of SPDEs driven by cylindrical $α$-stable processes

Xiaobin Sun·Longjie Xie·Yingchao Xie
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Abstract

We show the pathwise uniqueness for stochastic partial differential equation driven by a cylindrical $α$-stable process with Hölder continuous drift, thus obtaining an infinite dimensional generalization of the result of Priola [Osaka J. Math., 2012] in the case $H=\mathbb{R}^d$. The proof is based on an infinite dimensional Kolmogorov equation with non-local operator.

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Xiaobin Sun, Longjie Xie, Yingchao Xie. 2017-03-02. Pathwise uniqueness for a class of SPDEs driven by cylindrical $α$-stable processes. https://arxiv.org/abs/1703.00664

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