Abstract
By studying the infinite dimensional Kolmogorov equation with non-local operator, we show the pathwise uniqueness for stochastic partial differential equation driven by cylindrical α-stable process with Hölder continuous drift.
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X. Sun is supported by the NNSF of China (No. 11601196), NSF of the Jiangsu Higher Education Institutions (No. 16KJB110006) and NSF of Jiangsu Province (No. BK20160004). L. Xie is supported by is supported by the Alexander-von-Humboldt foundation, NNSF of China (No. 11701233) and NSF of Jiangsu (No. BK20170226); Y. Xie is supported by the NNSF of China (No. 11771187). The PAPD of Jiangsu Higher Education Institutions is also gratefully acknowledged.
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Sun, X., Xie, L. & Xie, Y. Pathwise Uniqueness for a Class of SPDEs Driven by Cylindrical α-Stable Processes. Potential Anal 53, 659–675 (2020). https://doi.org/10.1007/s11118-019-09783-x
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DOI: https://doi.org/10.1007/s11118-019-09783-x