Document Type : Research Paper

Authors

• Majid Zamani
• S. Mansour Vaezpour
• Erfan Salavati

Department of Mathematics and Computer Sciences, Amirkabir University of Technology, Tehran, Iran

Abstract

This paper seeks to prove the pathwise uniqueness of an abstract stochastic partial differential equation in Hilbert spaces driven by both Poisson random measure and the Wiener process with Hölder continuous drift. The main idea is based on the corresponding infinite-dimensional Kolmogorov equation. In addition, the main result is further supported by the help of an example.

Keywords

• Poisson Random Measure
• Pathwise Uniqueness
• Infinite Dimensional Kolmogorov Equations
• Lévy Noise