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arXiv · 2006.13038

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

Stefan Tappe
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Abstract

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.

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Stefan Tappe. 2020-06-22. The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations. https://doi.org/10.1090/tpms/1155

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