Uniqueness and absolute continuity of weak solutions for parabolic SPDE's

DOI10.1007/BF00994917MaRDI QIDQ1332525zbMATH OpenFDO

Authors R. Mikulevicius, B. Rozovskii

Publication date 4 April 1995

Published in Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equationsuniquenessmartingale problemabsolute continuity of measuresabsolute continuity of solutions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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Cites work

• scientific article; zbMATH DE number 3647890 (Why is no real title available?)
• scientific article; zbMATH DE number 4086678 (Why is no real title available?)
• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• Calcul stochastique et problèmes de martingales
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• Sous-espaces d'espaces vectoriels topologiques et noyaux associés. (Noyaux reproduisants.)
• Stochastic evolution equations

Cited in

(8)

• Cylindrical martingale problems associated with Lévy generators
• Convex analysis for sets of local martingales measures
• On uniqueness in law for parabolic SPDEs and infinite-dimensional SDEs
• Weak uniqueness of martingale solutions to stochastic partial differential equations in Hilbert spaces
• Statistical inference for SPDEs: an overview
• Weak convergence of infinite-dimensional diffusions¹
• Spectral asymptotics of some functionals arising in statistical inference for SPDEs
• Uniqueness and absolute continuity for semilinear SPDE's

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