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

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dc.identifier.uri http://dx.doi.org/10.15488/1053
dc.identifier.uri http://www.repo.uni-hannover.de/handle/123456789/1077
dc.contributor.author Tappe, Stefan
dc.date.accessioned 2017-01-27T07:49:19Z
dc.date.available 2017-01-27T07:49:19Z
dc.date.issued 2013
dc.identifier.citation 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
dc.description.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. eng
dc.language.iso eng
dc.publisher Beachwood, OH : Institute of Mathematical Statistics
dc.relation.ispartofseries Electronic Communications in Probability 18 (2013)
dc.rights CC BY 3.0 Unported
dc.rights.uri https://creativecommons.org/licenses/by/3.0/
dc.subject Martingale solution eng
dc.subject Mild solution eng
dc.subject Pathwise uniqueness eng
dc.subject Stochastic partial differential equation eng
dc.subject.ddc 510 | Mathematik ger
dc.title The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations eng
dc.type Article
dc.type Text
dc.relation.issn 1083-589X
dc.relation.doi https://doi.org/10.1214/ECP.v18-2392
dc.bibliographicCitation.volume 18
dc.bibliographicCitation.firstPage 24
dc.description.version publishedVersion
tib.accessRights frei zug�nglich


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