Uniqueness and absolute continuity of weak solutions for parabolic SPDE's
DOI10.1007/BF00994917zbMATH Open0810.60054MaRDI QIDQ1332525FDOQ1332525
Authors: R. Mikulevicius, B. Rozovskii 
Publication date: 4 April 1995
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Recommendations
stochastic partial differential equationsuniquenessmartingale problemabsolute continuity of measuresabsolute continuity of solutions
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
Cites Work
- Calcul stochastique et problèmes de martingales
- Title not available (Why is that?)
- Title not available (Why is that?)
- ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
- Stochastic evolution equations
- Sous-espaces d'espaces vectoriels topologiques et noyaux associés. (Noyaux reproduisants.)
- SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
- Title not available (Why is that?)
Cited In (8)
- Statistical inference for SPDEs: an overview
- On uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs
- Uniqueness and absolute continuity for semilinear SPDE's
- Convex analysis for sets of local martingales measures
- Spectral asymptotics of some functionals arising in statistical inference for SPDEs
- Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces
- Weak convergence of infinite-dimensional diffusions1
- Cylindrical martingale problems associated with Lévy generators
This page was built for publication: Uniqueness and absolute continuity of weak solutions for parabolic SPDE's
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1332525)
