On a theorem by A.S. Cherny for semilinear stochastic partial differential equations

DOI10.1007/s10959-021-01107-3zbMath1498.35637arXiv2012.14262OpenAlexW3174414561WikidataQ115382010 ScholiaQ115382010MaRDI QIDQ2079165

David Criens, Moritz Ritter

Publication date: 29 September 2022

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.14262

zbMATH Keywords

weak solutionmild solutionmartingale problemweak uniquenesspathwise uniquenessstrong uniquenessdual Yamada-Watanabe theoremjoint weak uniqueness

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) PDEs with randomness, stochastic partial differential equations (35R60) Weak solutions to PDEs (35D30) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)

Related Items (3)

The martingale problem method revisited ⋮ Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations ⋮ The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations

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