International Journal of Nonlinear Analysis and Applications

On the pathwise uniqueness for a class of SPDEs driven by Lévy noise in Hilbert spaces

Document Type : Research Paper

Authors

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

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International Journal of Nonlinear Analysis and Applications
Volume 15, Issue 1
January 2024
Pages 179-190
  • Receive Date: 23 July 2021
  • Revise Date: 05 August 2021
  • Accept Date: 01 September 2021