Infinite-dimensional Langevin equations: Uniqueness and rate of convergence for finite-dimensional approximations (Q5944089)

Consider the stochastic differential equation (SDE) \(dX=B(t,X) dt+dW\) on an infinite-dimensional (linear) state space \(E\) driven by a Wiener process \(W\). Typical examples are stochastic partial differential equations on a space \(E\) of (generalized) functions on an open domain in \(\mathbb{R}^d\). In this very interesting paper the author develops a new method to prove weak uniqueness for the above SDE. One ingredient is the analysis of finite-dimensional approximations of \(B(t,X)\) and its rate of convergence. Convincing applications are presented.