Strong uniqueness for SDEs in Hilbert spaces with nonregular drift

DOI10.1214/15-AOP1016zbMath1347.60077arXiv1404.5418OpenAlexW2148974844WikidataQ59895409 ScholiaQ59895409MaRDI QIDQ726799

Giuseppe Da Prato, Franco Flandoli, Alexander Yu. Veretennikov, Michael Roeckner

Publication date: 14 July 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.5418

zbMATH Keywords

stochastic differential equationsstochastic partial differential equationsHilbert spacesmaximal regularitypathwise uniquenessquasi-regular Dirichlet formsZvonkin-type transformation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dirichlet forms (31C25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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