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Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces
- 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).
- Subjects :
- Statistics and Probability
Applied Mathematics
Modeling and Simulation
Subjects
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