The martingale problem on Banach spaces

zbMATH Open0762.60070MaRDI QIDQ1189282FDOQ1189282

Authors: Egbert Dettweiler 

Publication date: 26 September 1992

Published in: Expositiones Mathematicae (Search for Journal in Brave)

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zbMATH Keywords

Gaussian processesstochastic differential equationmartingale inequalitiesstrong Markov processBanach space-valued processescovariance operators of Gaussian measures

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (14)

• Pointwise properties of martingales with values in Banach function spaces
• On the martingale problem for Banach space valued stochastic differential equations
• Analysis in Banach Spaces
• Application of Whittle's inequality for Banach space valued martingales
• On some Banach spaces of martingales associated with function spaces
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
• Existence and uniqueness of a martingale problem in \(D({{\mathbb{R}{}}_ +},{\mathcal L}')\)
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• Martingale proofs of some geometrical results in Banach space theory
• On a class of martingale problems on Banach spaces

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