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math.PR2020
On a Theorem by A.S. Cherny for Semilinear Stochastic Partial Differential Equations
David Criens, Moritz Ritter
We consider analytically weak solutions to semilinear stochastic partial differential equations with non-anticipating coefficients driven by cylindrical Brownian motion. The soluti…
math.PR2020
A Dual Yamada-Watanabe Theorem for Levy driven stochastic differential equations
David Criens
We prove a dual Yamada-Watanabe theorem for one-dimensional stochastic differential equations driven by quasi-left continuous semimartingales with independent increments. In partic…
math.PR2020
On Absolute Continuity and Singularity of Multidimensional Diffusions
David Criens
Consider two laws \(P\) and \(Q\) of multidimensional possibly explosive diffusions with common diffusion coefficient \(\mathfrak{a}\) and drift coefficients \(\mathfrak{b}\) and \…