Multidimensional Yamada-watanabe Theorem and Its Applications

Multidimensional Yamada-Watanabe theorem and its applications to particle systems

Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian motion with Hurst parameter H > 1/2 and a multidimensional standard Brownian motion. The proof relies on some a priori estimates, which are obtained using the methods of fractional integration, and the c...

The Yamada-Watanabe theorem for mild solutions to stochastic partial differential equations

We prove the Yamada-Watanabe Theorem for semilinear stochastic partial differential equations with path-dependent coefficients. The so-called “method of the moving frame” allows us to reduce the proof to the Yamada-Watanabe Theorem for stochastic differential equations in infinite dimensions.

Fan-KKM Theorem in Minimal Vector Spaces and its Applications

In this paper, after reviewing some results in minimal space, some new results in this setting are given. We prove a generalized form of the Fan-KKM typetheorem in minimal vector spaces. As some applications, the open type of matching theorem and generalized form of the classical KKM theorem in minimal vector spaces are given.

The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities

A general version of the Yamada-Watanabe and Engelbert results relating existence and uniqueness of strong and weak solutions for stochastic equations is given. The results apply to a wide variety of stochastic equations including classical stochastic differential equations, stochastic partial differential equations, and equations involving multiple time transformations.