On a class of martingale problems on Banach spaces
| dc.contributor.author | Kunze, Markus | |
| dc.date.accessioned | 2018-02-06T13:17:55Z | |
| dc.date.available | 2018-02-06T13:17:55Z | |
| dc.date.issued | 2013 | eng |
| dc.description.abstract | We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and (analytically) weak solutions of the stochastic equation. We also prove that the solutions of well-posed equations are strong Markov processes. We apply our results to semilinear stochastic equations with additive noise where the semilinear term is merely measurable and to stochastic reaction-diffusion equations with Hölder continuous multiplicative noise. | eng |
| dc.description.version | published | de |
| dc.identifier.doi | 10.1214/EJP.v18-2924 | eng |
| dc.identifier.uri | https://kops.uni-konstanz.de/handle/123456789/41251 | |
| dc.language.iso | eng | eng |
| dc.subject | Local Martingale problem; Strong Markov property; Stochastic partial differential equations | eng |
| dc.subject.ddc | 510 | eng |
| dc.subject.msc | 60H15; 60J25 | |
| dc.title | On a class of martingale problems on Banach spaces | eng |
| dc.type | JOURNAL_ARTICLE | de |
| dspace.entity.type | Publication | |
| kops.citation.bibtex | @article{Kunze2013class-41251,
year={2013},
doi={10.1214/EJP.v18-2924},
title={On a class of martingale problems on Banach spaces},
volume={18},
journal={Electronic Journal of Probability},
author={Kunze, Markus},
note={Article Number: 104}
} | |
| kops.citation.iso690 | KUNZE, Markus, 2013. On a class of martingale problems on Banach spaces. In: Electronic Journal of Probability. 2013, 18, 104. eISSN 1083-6489. Available under: doi: 10.1214/EJP.v18-2924 | deu |
| kops.citation.iso690 | KUNZE, Markus, 2013. On a class of martingale problems on Banach spaces. In: Electronic Journal of Probability. 2013, 18, 104. eISSN 1083-6489. Available under: doi: 10.1214/EJP.v18-2924 | eng |
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| kops.sourcefield | Electronic Journal of Probability. 2013, <b>18</b>, 104. eISSN 1083-6489. Available under: doi: 10.1214/EJP.v18-2924 | deu |
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| source.bibliographicInfo.articleNumber | 104 | eng |
| source.bibliographicInfo.volume | 18 | eng |
| source.identifier.eissn | 1083-6489 | eng |
| source.periodicalTitle | Electronic Journal of Probability | eng |