Yamada-Watanabe theorem for stochastic evolution equations in infinite dimensions

M. Röckner; B. Schmuland; X. Zhang

doi:10.5488/CMP.11.2.247

Yamada-Watanabe theorem for stochastic evolution equations in infinite dimensions

M. Röckner^*, B. Schmuland, X. Zhang

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

68 Citations (Scopus)

Abstract

The purpose of this note is to give a complete and detailed proof of the fundamental Yamada-Watanabe Theorem on infinite dimensional spaces, more precisely in the framework of the variational approach to stochastic partial differential equations.

Original language	English
Pages (from-to)	247-259
Number of pages	13
Journal	Condensed Matter Physics
Volume	11
Issue number	2
DOIs	https://doi.org/10.5488/CMP.11.2.247
Publication status	Published - 2008
Externally published	Yes

Keywords

Integration by parts
Stochastic dynamics

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10.5488/CMP.11.2.247

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Röckner, M., Schmuland, B., & Zhang, X. (2008). Yamada-Watanabe theorem for stochastic evolution equations in infinite dimensions. Condensed Matter Physics, 11(2), 247-259. https://doi.org/10.5488/CMP.11.2.247

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abstract = "The purpose of this note is to give a complete and detailed proof of the fundamental Yamada-Watanabe Theorem on infinite dimensional spaces, more precisely in the framework of the variational approach to stochastic partial differential equations.",

keywords = "Integration by parts, Stochastic dynamics",

author = "M. R{\"o}ckner and B. Schmuland and X. Zhang",

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AB - The purpose of this note is to give a complete and detailed proof of the fundamental Yamada-Watanabe Theorem on infinite dimensional spaces, more precisely in the framework of the variational approach to stochastic partial differential equations.

KW - Integration by parts

KW - Stochastic dynamics

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DO - 10.5488/CMP.11.2.247

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JO - Condensed Matter Physics

JF - Condensed Matter Physics

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Yamada-Watanabe theorem for stochastic evolution equations in infinite dimensions

Abstract

Keywords

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