On pathwise uniqueness of stochastic evolution equations in Hilbert spaces |
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Authors: | Bin Xie |
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Institution: | Graduate School of Mathematical Sciences, The University of Tokyo, Komaba, Tokyo 153-8914, Japan |
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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. |
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Keywords: | Q-Wiener process Gronwall-Bellman lemma Non-Lipschitz Pathwise uniqueness Invariant measure |
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