  We prove path-by-path uniqueness of solution to hyperbolic stochastic partial
differential equations when the drift coefficient is the difference of two
componentwise monotone Borel measurable functions of spatial linear growth. The
Yamada-Watanabe principle for SDE driven by Brownian sheet then allows to
derive strong uniqueness for such equation and thus extending the results in
[Bogso, Dieye and Menoukeu Pamen, Elect. J. Probab., 27:1-26, 2022] and
[Nualart and Tindel, Potential Anal., 7(3):661--680, 1997]. Assuming that the
drift is globally bounded, we show that the unique strong solution is Malliavin
differentiable. The case of spatial linear growth drift coefficient is also
studied.
