On the martingale problem for Banach space valued stochastic differential equations

DOI10.1007/BF01053408zbMath0674.60056OpenAlexW2039293174MaRDI QIDQ1121598

Egbert Dettweiler

Publication date: 1989

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01053408

zbMATH Keywords

stochastic differential equationsstochastic integralmartingale problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items (10)

Stochastic integration in UMD Banach spaces ⋮ Stochastic partial differential equations in \(M\)-type 2 Banach spaces ⋮ Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ The covariation for Banach space valued processes and applications ⋮ A version of the Hörmander–Malliavin theorem in 2-smooth Banach spaces ⋮ Continuous local martingales and stochastic integration in UMD Banach spaces ⋮ Strict solutions to stochastic semilinear evolution equations in M-type 2 Banach spaces ⋮ Strict Solutions to Stochastic Parabolic Evolution Equations in M-Type 2 Banach Spaces ⋮ Relation Between Stochastic Integrals and the Geometry of Banach Spaces ⋮ Numerical analysis of semilinear stochastic evolution equations in Banach spaces

Cites Work

• Martingales with values in uniformly convex spaces
• Continuous factorizations of covariance operators and Gaussian processes
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