Electronic Communications in Probability

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

Stefan Tappe

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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.

Article information

Electron. Commun. Probab. Volume 18 (2013), paper no. 24, 13 pp.

Accepted: 3 April 2013
First available in Project Euclid: 7 June 2016

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Mathematical Reviews number (MathSciNet)

Primary: 60H15: Stochastic partial differential equations [See also 35R60]
Secondary: 60H10: Stochastic ordinary differential equations [See also 34F05]

Stochastic partial differential equation mild solution martingale solution pathwise uniqueness

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Tappe, Stefan. The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. Electron. Commun. Probab. 18 (2013), paper no. 24, 13 pp. doi:10.1214/ECP.v18-2392. http://projecteuclid.org/euclid.ecp/1465315563.

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