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Original version
Tappe, Stefan: The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. In: Electronic Communications in Probability 18 (2013), 24. DOI: https://doi.org/10.1214/ECP.v18-2392
Repository version
To cite the version in the repository, please use this identifier:
https://doi.org/10.15488/1053
Files in this item
| Abstract: | |
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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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| License of this version: | CC BY 3.0 Unported - https://creativecommons.org/licenses/by/3.0/ |
| Publication type: | Article |
| Publishing status: | publishedVersion |
| Publication date: | 2013 |
| Keywords english: | Martingale solution, Mild solution, Pathwise uniqueness, Stochastic partial differential equation |
| DDC: | 510 | Mathematik |
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Fakultät für Mathematik und Physik
Frei zugängliche Publikationen aus der Fakultät für Mathematik und Physik