Kolmogorov equations in the space of continuous functions and applications to path-wise uniqueness for SPDEs

Friday, January 18, 2013 - 9:00am - 9:50am
Keller 3-180
Sandra Cerrai (University of Maryland)
We prove path-wise uniqueness for an abstract stochastic reaction-diffusion
equation in Banach spaces. The drift contains a bounded H{o}lder term; in
spite of this, due to the space-time white noise it is possible to prove
path-wise uniqueness. The proof is based on a detailed analysis of the
associated Kolmogorov equation. The model includes examples not covered by the
previous works based on Hilbert spaces or concrete SPDEs. Joint work with G. Da Prato and F. Flandoli.
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