Geodesic
Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces
Teoriâ slučajnyh processov, Tome 25 (2020) no. 1, pp. 78-89

Voir la notice de l'article provenant de la source Math-Net.Ru

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).
Keywords: Stochastic partial differential equation, Stochastic differential equation, weak uniqueness.
Mots-clés : martingale solution 
@article{THSP_2020_25_1_a3,
     author = {V. Mandrekar and U. V. Naik-Nimbalkar},
     title = {Weak uniqueness of martingale solutions to stochastic partial differential equations in {Hilbert} spaces},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {78--89},
     publisher = {mathdoc},
     volume = {25},
     number = {1},
     year = {2020},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2020_25_1_a3/}
}
TY  - JOUR
AU  - V. Mandrekar
AU  - U. V. Naik-Nimbalkar
TI  - Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces
JO  - Teoriâ slučajnyh processov
PY  - 2020
SP  - 78
EP  - 89
VL  - 25
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/THSP_2020_25_1_a3/
LA  - en
ID  - THSP_2020_25_1_a3
ER  - 
%0 Journal Article
%A V. Mandrekar
%A U. V. Naik-Nimbalkar
%T Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces
%J Teoriâ slučajnyh processov
%D 2020
%P 78-89
%V 25
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/THSP_2020_25_1_a3/
%G en
%F THSP_2020_25_1_a3
V. Mandrekar; U. V. Naik-Nimbalkar. Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces. Teoriâ slučajnyh processov, Tome 25 (2020) no. 1, pp. 78-89. http://geodesic.mathdoc.fr/item/THSP_2020_25_1_a3/