Strong existence and uniqueness for a class of quasilinear stochastic evolution equations
Sebastian Bechtel, Esm\'ee Theewis

TL;DR
This paper proves the existence of strong solutions and their uniqueness for a class of quasilinear stochastic evolution equations on bounded domains, combining recent weak existence results with Yamada--Watanabe theory and an $L^1$-contraction argument.
Contribution
It introduces a novel approach that combines weak existence results in an $L^p$-setting with Yamada--Watanabe theory to establish strong solutions and pathwise uniqueness.
Findings
Existence of probabilistically strong solutions for the equations.
Pathwise uniqueness established via an $L^1$-contraction argument.
Results apply to quasilinear stochastic evolution equations on bounded domains.
Abstract
We establish existence of probabilistically strong solutions and pathwise uniqueness for a class of quasilinear stochastic evolution equations on bounded domains. Our results combine recent weak existence results for quasilinear stochastic evolution equations in an -setting (with ) with Yamada--Watanabe theory. To establish pathwise uniqueness, we rely on an -contraction argument.
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Taxonomy
TopicsStochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations
