On Cherny’s results in infinite dimensions: a theorem dual to Yamada–Watanabe
We prove that joint uniqueness in law and the existence of a strong solution imply pathwise uniqueness for variational solutions to stochastic partial differential equations of type d X t = b ( t , X ) d t + σ ( t , X ) d W t , t ≥ 0 , and show that for such equations uniqueness in law is equivalent...
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Veröffentlicht in: | Stochastic partial differential equations : analysis and computations 2021-03, Vol.9 (1), p.33-70, Article 33 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We prove that joint uniqueness in law and the existence of a strong solution imply pathwise uniqueness for variational solutions to stochastic partial differential equations of type
d
X
t
=
b
(
t
,
X
)
d
t
+
σ
(
t
,
X
)
d
W
t
,
t
≥
0
,
and show that for such equations uniqueness in law is equivalent to joint uniqueness in law for deterministic initial conditions. Here
W
is a cylindrical Wiener process in a separable Hilbert space
U
and the equation is considered in a Gelfand triple
V
⊆
H
⊆
E
, where
H
is some separable (infinite-dimensional) Hilbert space. This generalizes the corresponding results of Cherny, who proved these statements for the case of finite-dimensional equations. |
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ISSN: | 2194-0401 2194-041X |
DOI: | 10.1007/s40072-020-00167-6 |