| Title:
|
Brownian representations of cylindrical local martingales, martingale problem and strong Markov property of weak solutions of SPDEs in Banach spaces (English) |
| Author:
|
Ondreját, Martin |
| Language:
|
English |
| Journal:
|
Czechoslovak Mathematical Journal |
| ISSN:
|
0011-4642 (print) |
| ISSN:
|
1572-9141 (online) |
| Volume:
|
55 |
| Issue:
|
4 |
| Year:
|
2005 |
| Pages:
|
1003-1039 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
Brownian representations |
| Keyword:
|
martingale problem |
| Keyword:
|
strong Markov property |
| MSC:
|
60G44 |
| MSC:
|
60H05 |
| MSC:
|
60H15 |
| idZBL:
|
Zbl 1081.60049 |
| idMR:
|
MR2184381 |
| . |
| Date available:
|
2009-09-24T11:29:56Z |
| Last updated:
|
2020-07-03 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/128042 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| . |
