Yamada-Watanabe uniqueness results for SPDEs driven by Wiener and pure
jump processes
Yamada-Watanabe uniqueness results for SPDEs driven by Wiener and pure
jump processes
The Yamada-Watanabe theory provides a robust framework for understanding stochastic equations driven by Wiener processes. Despite its comprehensive treatment in the literature, the applicability of the theory to SPDEs driven by Poisson random measures or, more generally, L\'evy processes remains significantly less explored, with only a handful of results addressing …