A THEOREM DUAL TO YAMADA-WATANABE THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS

作者：Qiao, Huijie^*

来源：Stochastics and Dynamics, 2010, 10(3): 367-374.

DOI：10.1142/S0219493710002991

• Uniqueness in law
• joint probability law
• conditional distribution

In this paper, we prove that uniqueness in law and strong existence for a stochastic evolution equation
X(t) = x + integral(t)(0)b(s, X)ds + integral(t)(o) sigma(s, X)dW(s)
imply existence and uniqueness of a strong solution in the framework of the variational approach. This result seems to be dual to Yamada-Watanabe theorem in [7].

• 出版日期2010-9
• 单位东南大学