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

Document Type : Research Paper


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



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.


Articles in Press, Corrected Proof
Available Online from 03 April 2023
  • Receive Date: 23 July 2021
  • Revise Date: 05 August 2021
  • Accept Date: 01 September 2021
  • First Publish Date: 03 April 2023