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...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Stochastic partial differential equations : analysis and computations 2021-03, Vol.9 (1), p.33-70, Article 33
1. Verfasser:	Rehmeier, Marco
Format:	Artikel
Sprache:	eng
Schlagworte:	Computational Mathematics and Numerical Analysis Computational Science and Engineering Hilbert space Initial conditions Mathematical analysis Mathematics Mathematics and Statistics Numerical Analysis Partial Differential Equations Probability Theory and Stochastic Processes Statistical Theory and Methods Uniqueness
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!