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2013 The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
Stefan Tappe
Author Affiliations +
Electron. Commun. Probab. 18: 1-13 (2013). DOI: 10.1214/ECP.v18-2392

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.

Citation

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Stefan Tappe. "The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations." Electron. Commun. Probab. 18 1 - 13, 2013. https://doi.org/10.1214/ECP.v18-2392

Information

Accepted: 3 April 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1329.60222
MathSciNet: MR3044472
Digital Object Identifier: 10.1214/ECP.v18-2392

Subjects:
Primary: 60H15
Secondary: 60H10

Keywords: martingale solution , mild solution , Pathwise uniqueness , Stochastic partial differential equation

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