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On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
Authors:Bin Xie
Institution:Graduate School of Mathematical Sciences, The University of Tokyo, Komaba, Tokyo 153-8914, Japan
Abstract:The pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is mainly investigated in this article. We focus on the case that the modulus of the continuity of the coefficients is not controlled by a linear function. Additionally, we show that the corresponding diffusion process is Feller.
Keywords:Q-Wiener process  Gronwall-Bellman lemma  Non-Lipschitz  Pathwise uniqueness  Invariant measure
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