随机偏微分方程温和解的对偶Yamada-Watanabe定理

IF 0.4 Q4 STATISTICS & PROBABILITY

Theory of Probability and Mathematical Statistics Pub Date : 2020-06-22 DOI:10.1090/tpms/1155

Stefan Tappe

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引用次数: 3

摘要

我们给出了具有路径相关系数的半线性随机偏微分方程的温和解的Yamada–Watanabe定理的对偶结果。一个重要的工具是所谓的“移动框架方法”，它使我们能够将证明简化为无穷维随机微分方程。

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

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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来源期刊

Theory of Probability and Mathematical Statistics STATISTICS & PROBABILITY-

CiteScore

1.30

自引率

0.00%

发文量