The martingale problem on Banach spaces

MaRDI QIDQ1189282zbMATHFDO

Authors Egbert Dettweiler

Publication date 26 September 1992

Published in Expositiones Mathematicae (Search for Journal in Brave)

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)

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(14)

• Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
• scientific article; zbMATH DE number 5005045 (Why is no real title available?)
• Analysis in Banach Spaces
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• On some Banach spaces of martingales associated with function spaces
• scientific article; zbMATH DE number 3862154 (Why is no real title available?)
• scientific article; zbMATH DE number 3934124 (Why is no real title available?)
• Application of Whittle's inequality for Banach space valued martingales
• scientific article; zbMATH DE number 3903629 (Why is no real title available?)
• On a class of martingale problems on Banach spaces
• On the martingale problem for Banach space valued stochastic differential equations
• Martingale proofs of some geometrical results in Banach space theory
• Existence and uniqueness of a martingale problem in \(D({{\mathbb{R}{}}_ +},{\mathcal L}')\)
• Pointwise properties of martingales with values in Banach function spaces

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