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

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.

12 pages

References in corpus (1)

• Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures

Cited by in corpus (4)

• Infinite dimensional affine processes
• Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients
• The dual Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations
• An addendum to "Mild solutions to semilinear stochastic partial differential equations with locally monotone coefficients"