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

Stefan Tappe (Leibniz Universit├Ąt Hannover)

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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Pages: 1-13

Publication Date: April 3, 2013

DOI: 10.1214/ECP.v18-2392

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