On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe

DOI10.1007/S40072-020-00167-6zbMATH Open1477.60100arXiv1812.02607OpenAlexW3008506044MaRDI QIDQ2045405FDOQ2045405

Authors: Marco Rehmeier 

Publication date: 12 August 2021

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Abstract: We prove that joint uniqueness in law and the existence of a strong solution imply pathwise uniqueness for variational solutions to stochastic partial differential equations of the form �egin{align*} ext{d}X_t=b(t,X) ext{d}t+sigma(t,X) ext{d}W_t, ,,,tgeq 0, end{align*} and show that for such equations uniqueness in law is equivalent to joint uniqueness in law. Here $W$ is a cylindrical Wiener process in a separable Hilbert space $U$ and the equation is considered in a Gelfand triple $VsubseteqHsubseteqE$, where $H$ is some separable (infinite-dimensional) Hilbert space. This generalizes the corresponding results of A. Cherny for the case of finite-dimensional equations.

Full work available at URL: https://arxiv.org/abs/1812.02607

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zbMATH Keywords

stochastic partial differential equationsvariational solutionspathwise uniquenessuniqueness in lawYamada-Watanabe theoremjoint uniqueness in law

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Ordinary differential equations and systems with randomness (34F05) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited In (12)

• Yamada-Watanabe results for stochastic differential equations with jumps
• Nonuniqueness in law for stochastic hypodissipative Navier-Stokes equations
• Multidimensional Yamada-Watanabe theorem and its applications to particle systems
• Existence and pathwise uniqueness of solutions for stochastic differential equations with respect to martingales in the plane
• A theorem dual to Yamada-Watanabe theorem for stochastic evolution equations
• Infinite dimensional generalizations of Choi's theorem
• The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
• A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations
• The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
• The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
• On a theorem by A.S. Cherny for semilinear stochastic partial differential equations
• On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations

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