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arxiv: 1812.02607 · v1 · pith:JL7FAFNRnew · submitted 2018-12-06 · 🧮 math.PR

On Cherny's results in infinite dimensions: A theorem dual to Yamada-Watanabe

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keywords uniquenessequationstextalignchernyhilbertjointresults
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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 the form \begin{align*} \text{d}X_t=b(t,X)\text{d}t+\sigma(t,X)\text{d}W_t, \,\,\,t\geq 0, \end{align*} and show that for such equations uniqueness in law is equivalent to joint uniqueness in law. Here $W$ is a cylindrical Wiener process in a separable Hilbert space $U$ and the equation is considered in a Gelfand triple $V \subseteq H \subseteq E$, where $H$ is some separable (infinite-dimensional) Hilbert space. This generalizes the corresponding results of A. Cherny for the case of finite-dimensional equations.

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