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Pathwise uniqueness for stochastic heat and damped equations with Hölder continuous drift (2308.05415v3)

Published 10 Aug 2023 in math.PR

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 $3$. We do not require that the so-called {\it structure condition} holds true.

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