Open AccessThe dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations
Author(s) -
Stefan Tappe
Publication year - 2021
Publication title -
theory of probability and mathematical statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.393
H-Index - 12
eISSN - 1547-7363
pISSN - 0094-9000
DOI - 10.1090/tpms/1155
Subject(s) - mathematics , stochastic partial differential equation , dual (grammatical number) , stochastic differential equation , partial differential equation , mathematical analysis , comparison theorem , differential equation , numerical partial differential equations , frame (networking) , first order partial differential equation , computer science , art , telecommunications , literature
We provide the dual result of the Yamada–Watanabe theorem for mild solutions to semilinear stochastic partial differential equations with path-dependent coefficients. An essential tool is the so-called “method of the moving frame”, which allows us to reduce the proof to infinite dimensional stochastic differential equations.