G. Prato, Franco Flandoli, M. Röckner, A. Veretennikov
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Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
We prove pathwise uniqueness for a class of stochastic dierential equations (SDE) on a Hilbert space with cylindrical Wiener noise, whose non-linear drift parts are sums of the subdierential of a convex function and a bounded part. This generalizes a classical result by one of the authors to innite dimensions. Our results also generalize
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The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.
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