The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations

DOI10.1214/ECP.V18-2392zbMATH Open1329.60222arXiv1907.01431OpenAlexW2016760931MaRDI QIDQ742987FDOQ742987

Stefan Tappe

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We prove the Yamada-Watanabe Theorem for semilinear stochastic partial differential equations with path-dependent coefficients. The so-called "method of the moving frame" allows us to reduce the proof to the Yamada-Watanabe Theorem for stochastic differential equations in infinite dimensions.

Full work available at URL: https://arxiv.org/abs/1907.01431

Recommendations

• The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
• On the theorem of T. Yamada and S. Watanabe
• An extension of the Yamada-Watanabe theorem
• On a theorem by A.S. Cherny for semilinear stochastic partial differential equations
• On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe

zbMATH Keywords

stochastic partial differential equationsmild solutionspathwise uniquenessmartingale solutionsYamada-Watanabe theorem

Mathematics Subject Classification ID

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

Cited In (12)

• Infinite dimensional affine processes
• Yamada-Watanabe results for stochastic differential equations with jumps
• Uniqueness of the nonlinear Schrödinger equation driven by jump processes
• Stochastic phase field \(\alpha \)-Navier-Stokes vesicle-fluid interaction model
• On Cherny's results in infinite dimensions: a theorem dual to Yamada-Watanabe
• The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations
• Sharp interface limit for stochastically perturbed mass conserving Allen-Cahn equation
• Weak solutions and a Yamada–Watanabe theorem for FBSDEs
• A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations
• An addendum to “Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients”
• The stochastic Gierer-Meinhardt system
• Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients

This page was built for publication: The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q742987)