Details

Autor(en) / Beteiligte

• Criens, David

Titel

Cylindrical Martingale Problems Associated with Lévy Generators

Ist Teil von

• Journal of theoretical probability, 2019-09, Vol.32 (3), p.1306-1359

Ort / Verlag

New York: Springer US

Erscheinungsjahr

2019

Link zum Volltext

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• We introduce and discuss Lévy-type cylindrical martingale problems on separable reflexive Banach spaces. Our main observations are the following: Cylindrical martingale problems have a one-to-one relation to weak solutions of stochastic partial differential equations, and well-posed problems possess the strong Markov property and a Cameron–Martin–Girsanov-type formula holds. As applications, we derive existence and uniqueness results.