A BSDEs approach to pathwise uniqueness for stochastic evolution equations

We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Hölder continuous. This class includes examples of semilinear stochastic Euler-Bernoulli beam equations which describe elastic systems with structural damping, and semilinear stochastic 3D heat equations. In the deterministic case, there are examples of non-uniqueness in our framework. Strong (or pathwise) uniqueness is restored by means of a suitable additive Wiener noise. The proof of uniqueness relies on the study of related systems of infinite dimensional forward-backward SDEs (FBSDEs). This is a different approach with respect to the well-known method based on the Itô formula and the associated Kolmogorov equation (the so-called Zvonkin transformation or Itô-Tanaka trick). We deal with approximating FBSDEs in which the linear part generates a group of bounded linear operators in H; such approximations depend on the type of SPDEs we are considering. We also prove Lipschitz dependence of solutions from their initial conditions.