Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure

DOI10.1155/2014/982190zbMath1308.60082OpenAlexW1964814760WikidataQ59049179 ScholiaQ59049179MaRDI QIDQ2510957

Huiyan Zhao

Publication date: 5 August 2014

Published in: ISRN Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/982190

zbMATH Keywords

variational methodjump processPoisson random measurestochastic evolution equationYamada-Watanabe theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

Related Items (10)

Yamada-Watanabe results for stochastic differential equations with jumps ⋮ \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps ⋮ Large and moderate deviation principles for McKean-Vlasov SDEs with jumps ⋮ Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps ⋮ Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy Noise ⋮ On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe ⋮ Well-posedness for the stochastic Landau-Lifshitz-Gilbert equation with helicity driven by jump noise ⋮ Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise ⋮ Uniqueness of the nonlinear Schrödinger equation driven by jump processes ⋮ The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations

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• On the theorem of T. Yamada and S. Watanabe
• On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations
• Uniqueness for stochastic evolution equations in Banach spaces
• Stochastic Partial Differential Equations with Levy Noise

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