E.S. Theewis
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1
We give a unified proof of the Yamada–Watanabe–Engelbert theorem for various notions of solutions for SPDEs in Banach spaces with cylindrical Wiener noise. We use Kurtz’ generalization of the theorems of Yamada, Watanabe and Engelbert. In addition, we deduce the classical Yamada–Watanabe theorem for SPDEs, with a slightly different notion of ‘unique strong solution’ than that corresponding to the result of Kurtz. Our setting includes analytically strong solutions, analytically weak solutions and mild solutions. Moreover, our approach offers flexibility with regard to the function spaces and integrability conditions that are chosen in the solution notion (and affect the meaning of existence and uniqueness). All results hold in Banach spaces which are either martingale type 2 or UMD. For analytically weak solutions, the results hold in arbitrary Banach spaces. In particular, our results extend the Yamada–Watanabe theorems of Ondreját for mild solutions in 2-smooth Banach spaces, of Röckner et al. for the variational framework and of Kunze for analytically weak solutions, and cover many new settings. As a tool, and of interest itself, we construct a measurable representation I of the stochastic integral in a martingale type 2 or UMD Banach space, in the sense that for any stochastically integrable process f and cylindrical Brownian motion W, we have I(f(ω), W (ω), Law(f, W)) = (∫ · f dW)(ω) for almost every ω. 0.
Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the critical variational setting, a recently developed general variational framework. No additional assumptions are made apart from those required for well-posedness. In particular, no monotonicity is required, nor a compact embedding in the Gelfand triple. Moreover, we allow for flexible growth of the diffusion coefficient, including gradient noise. This leads to numerous applications for which the LDP was not established yet, in particular equations on unbounded domains with gradient noise. Since our framework includes the 2D Navier–Stokes and Boussinesq equations with gradient noise and unbounded domains, our results resolve an open problem that has remained unsolved for over 15 years.
Explicit expressions and computational approaches are given for the Fortet–Mourier distance between a positively weighted sum of Dirac measures on a metric space and a positive finite Borel measure. Explicit expressions are given for the distance to a single Dirac measure. For the case of a sum of several Dirac measures one needs to resort to a computational approach. In particular, two algorithms are given to compute the Fortet–Mourier norm of a molecular measure, i.e. a finite weighted sum of Dirac measures. It is discussed how one of these can be modified to allow computation of the dual bounded Lipschitz (or Dudley) norm of such measures.