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

DOI10.1214/ECP.V18-2392MaRDI QIDQ742987zbMATH OpenOpenAlexFDO

Authors Stefan Tappe

Publication date 22 September 2014

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

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

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)

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.

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(13)

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

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