On Cherny’s results in infinite dimensions: a theorem dual to Yamada–Watanabe

被引:0
作者
Marco Rehmeier
机构
[1] Bielefeld University,Faculty of Mathematics
来源
Stochastics and Partial Differential Equations: Analysis and Computations | 2021年 / 9卷
关键词
Stochastic partial differential equations; Yamada–Watanabe theorem; Pathwise uniqueness; Uniqueness in law; Joint uniqueness in law; Variational solutions; 60H15; 60H30; 60H05; 34F05;
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摘要
We prove that joint uniqueness in law and the existence of a strong solution imply pathwise uniqueness for variational solutions to stochastic partial differential equations of type dXt=b(t,X)dt+σ(t,X)dWt,t≥0,\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \text {d}X_t=b(t,X)\text {d}t+\sigma (t,X)\text {d}W_t, \quad t\ge 0, \end{aligned}$$\end{document}and show that for such equations uniqueness in law is equivalent to joint uniqueness in law for deterministic initial conditions. Here W is a cylindrical Wiener process in a separable Hilbert space U and the equation is considered in a Gelfand triple V⊆H⊆E\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$V \subseteq H \subseteq E$$\end{document}, where H is some separable (infinite-dimensional) Hilbert space. This generalizes the corresponding results of Cherny, who proved these statements for the case of finite-dimensional equations.
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页码:33 / 70
页数:37
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