Lukas Wresch

activity

20162020

most citedPath-by-path uniqueness of infinite-dimensional stochastic differential equations

4 citations · 6 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2020★ 1 cited

Pathwise vs. path-by-path uniqueness

Alexander Shaposhnikov, Lukas Wresch

We construct a series of stochastic differential equations of the form $d X_{t} = b (t, X_{t}) d t + d B_{t}$ which exhibit nonuniqueness in the path-by-path sense while having a unique adap…

math.PR2017★ 4 cited

Path-by-path uniqueness of infinite-dimensional stochastic differential equations

Lukas Wresch

Consider the stochastic differential equation $d X_{t} = - A X_{t} d t + f (t, X_{t}) d t + d B_{t}$ in a (possibly infinite-dimensional) separable Hilbert sp…

math.PR2016★ 1 cited

An exponential estimate for Hilbert space-valued Ornstein--Uhlenbeck processes

Lukas Wresch

Let $Z$ be a $H$ -valued Ornstein--Uhlenbeck process, $b : [0, 1] \times H \to H$ and $h : [0, 1] \to H$ be a bounded, Borel measurable functions with $\|b\|_\inf…