A counterexample to the strong Skorokhod representation theorem
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.
Authors
- Jan Seidler
- Martin Ondreját
Institutions
- Czech Academy of Sciences, Institute of Information Theory and Automation (CZ)
Publication Details
- Journal
- Stochastic Partial Differential Equations Analysis and Computations
- Published
- 2025-04-01
- DOI
- https://doi.org/10.1007/s40072-025-00357-0
- Citations
- 5
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 11.04
Funders
- Grantová Agentura České Republiky