Work

A counterexample to the strong Skorokhod representation theorem

Year: 2025

Type: article

Abstract: Recently, a strengthened version of the Skorokhod representation theorem, introduced in Brzeźniak et al. (Potential Anal 49:131–201, 2018), has been applied in proofs of existence of martingale solutions to various stochastic PDEs in more than two dozens papers. In this note we show that, unfortunately, the Skorokhod-type theorem from Brzeźniak et al. (Potential Anal 49:131–201, 2018) is wrong and cannot be corrected.

Source: Stochastic Partial Differential Equations Analysis and Computations

DOI: 10.1007/s40072-025-00357-0

Authors: Martin Ondreját, Jan Seidler

Institutions: Czech Academy of Sciences, Czech Academy of Sciences, Institute of Information Theory and Automation

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: hybrid

Estimated APC paid: $3,190

Funder: Grantová Agentura České Republiky