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

2020/06/22 by Stefan Tappe, Tappe, Stefan
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories

paper · doi:10.48550/arxiv.2006.13038

openalex publication_date 2020/06/22 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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