The Yamada-Watanabe Theorem for mild solutions to stochastic partial differential equations
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2019
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| _version_ | 1866914164976386048 |
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| author | Tappe, Stefan |
| author_facet | Tappe, Stefan |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1907_01431 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | The Yamada-Watanabe Theorem for mild solutions to stochastic partial differential equations Tappe, Stefan Probability Functional Analysis 60H15, 60H10 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. |
| title | The Yamada-Watanabe Theorem for mild solutions to stochastic partial differential equations |
| topic | Probability Functional Analysis 60H15, 60H10 |
| url | https://arxiv.org/abs/1907.01431 |