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Theory of Stochastic Processes, 2020, Volume 25(41), Issue 1, Pages 78–89 (Mi thsp312)  
Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces

V. Mandrekara, U. V. Naik-Nimbalkarb

a Department of Statistics and Probability, Michigan State University, East Lansing 48824, USA
b Indian Institute of Science Education and Research, Pune 411008, India
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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).
Keywords: Stochastic partial differential equation, Stochastic differential equation, martingale solution, weak uniqueness.
Document Type: Article
MSC: 60H15 ; 60H10
Language: English
Citation: V. Mandrekar, U. V. Naik-Nimbalkar, “Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces”, Theory Stoch. Process., 25(41):1 (2020), 78–89
Citation in format AMSBIB
\Bibitem{ManNai20}
\by V.~Mandrekar, U.~V.~Naik-Nimbalkar
\paper Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces
\jour Theory Stoch. Process.
\yr 2020
\vol 25(41)
\issue 1
\pages 78--89
\mathnet{http://mi.mathnet.ru/thsp312}
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