Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure (Q2510957): Difference between revisions

The aim of the paper is to establish the Yamada-Watanabe theory for existence and uniqueness of solutions to stochastic evolution equations of the form \[ X(t)=X(0)+ \int_{0}^t b(s, X(s))ds + \int_0^{t+}\int_Z f(s, z , X(s))\tilde{N}(ds, dz) \] driven by a pure Poisson random measure via a variational approach. Here, \(N\) is an \({\mathcal F}_t\)-Poisson random measure with intensity \(dt\nu(dz)\) on a stochastic basis \((\Omega, {\mathcal F}, P, {\mathcal F}_t)\) and \(Z\) is an arbitrary locally compact Hausdorff topological space. This type of equation can be applied to such stochastic partial differential equations as Burgers, porous media, and Navier-Stokes equations. The author proves that weak existence and strong uniqueness imply strong existence and weak uniqueness and vice versa for this jump-case.