Brownian representations of cylindrical local martingales, martingale problem and strong Markov property of weak solutions of SPDEs in Banach spaces

Title:

Brownian representations of cylindrical local martingales, martingale problem and strong Markov property of weak solutions of SPDEs in Banach spaces

Creator:

Ondreját, Martin

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:9570cb62-da3f-4387-a00a-072d05e8c81b
uuid:9570cb62-da3f-4387-a00a-072d05e8c81b

Subject:

Brownian representations, martingale problem, and strong Markov property

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

The paper deals with three issues. First we show a sufficient condition for a cylindrical local martingale to be a stochastic integral with respect to a cylindrical Wiener process. Secondly, we state an infinite dimensional version of the martingale problem of Stroock and Varadhan, and finally we apply the results to show that a weak existence plus uniqueness in law for deterministic initial conditions for an abstract stochastic evolution equation in a Banach space implies the strong Markov property.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

1003-1039

Source:

Czechoslovak Mathematical Journal | 2005 Volume:55 | Number:4

Harvested from:

CDK

Metadata only:

false