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

Related Items (8)

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 ⋮ 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 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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