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- W4301590922 abstract "Consider the stochastic differential equation $mathrm dX_t = -A X_t ,mathrm dt + f(t, X_t) ,mathrm dt + mathrm dB_t$ in a (possibly infinite-dimensional) separable Hilbert space, where $B$ is a cylindrical Brownian motion and $f$ is a just measurable, bounded function. If the components of $f$ decay to 0 in a faster than exponential way we establish path-by-path uniqueness for mild solutions of this stochastic differential equation. This extends A. M. Davie's result from $mathbb R^d$ to Hilbert space-valued stochastic differential equations." @default.
- W4301590922 created "2022-10-05" @default.
- W4301590922 creator A5057854340 @default.
- W4301590922 date "2017-06-23" @default.
- W4301590922 modified "2023-09-27" @default.
- W4301590922 title "Path-by-path uniqueness of infinite-dimensional stochastic differential equations" @default.
- W4301590922 doi "https://doi.org/10.48550/arxiv.1706.07720" @default.
- W4301590922 hasPublicationYear "2017" @default.
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