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

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.

18 pages. arXiv admin note: text overlap with arXiv:1907.01431

References in corpus (2)

• Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
• The Yamada-Watanabe Theorem for mild solutions to stochastic partial differential equations