Publikation: On a class of martingale problems on Banach spaces
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2013
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Electronic Journal of Probability. 2013, 18, 104. eISSN 1083-6489. Available under: doi: 10.1214/EJP.v18-2924
Zusammenfassung
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.
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Fachgebiet (DDC)
510 Mathematik
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Local Martingale problem; Strong Markov property; Stochastic partial differential equations
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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.v18-2924BibTex
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