The Yamada-Watanabe Theorem for mild solutions to stochastic partial differential equations
Probability
2025-11-21 v1 Functional Analysis
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.
Cite
@article{arxiv.1907.01431,
title = {The Yamada-Watanabe Theorem for mild solutions to stochastic partial differential equations},
author = {Stefan Tappe},
journal= {arXiv preprint arXiv:1907.01431},
year = {2025}
}
Comments
12 pages