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Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces

Authors :
V. Mandrekar
U. V. Naik-Nimbalkar
Source :
Theory of Stochastic Processes. 25:78-89
Publication Year :
2020
Publisher :
Institute of Mathematics National Academy of Sciences of Ukraine, 2020.

Abstract

We prove the uniqueness of martingale solutions for stochastic partial differential equations generalizing the work in Mandrekar and Skorokhod (1998). The main idea used is to reduce this problem to the case in Mandrekar and Skorokhod using the techniques introduced in Filipović et al. (2010).

Details

ISSN :
03213900
Volume :
25
Database :
OpenAIRE
Journal :
Theory of Stochastic Processes
Accession number :
edsair.doi...........62dac07cebd16a29408f51c002b367b1
Full Text :
https://doi.org/10.37863/tsp-5986263728-06