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

Published 2 Jul 2019 in math.PR and math.FA | (1907.01431v1)

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.

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Authors (1)

Stefan Tappe

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