An analytic approach to existence and uniqueness for martingale problems in infinite dimensions

DOI10.1007/S004400000076MaRDI QIDQ1591367zbMATH OpenFDO

Authors L. Zambotti

Publication date 21 June 2001

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S004400000076

zbMATH Keywords

kernel of measuresKolmogorov equationSchauder-type regularity

Mathematics Subject Classification ID

PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

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Cited in

(23)

• On martingales and Feller semigroups
• On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
• Existence and uniqueness of a martingale problem in \(D({{\mathbb{R}{}}_ +},{\mathcal L}')\)
• Uniqueness results for the generators of the two-dimensional Euler and Navier-Stokes flows
• An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs
• Noise prevents infinite stretching of the passive field in a stochastic vector advection equation
• On pathwise uniqueness of stochastic evolution equations in Hilbert spaces
• Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
• scientific article; zbMATH DE number 1665398 (Why is no real title available?)
• The Martingale problem in Hilbert spaces
• scientific article; zbMATH DE number 4109786 (Why is no real title available?)
• scientific article; zbMATH DE number 77979 (Why is no real title available?)
• Schauder estimates for elliptic equations in Banach spaces associated with stochastic reaction-diffusion equations
• An L2-approximation method for construction and smoothing estimates of Markov semigroups for interacting diffusion processes on a lattice
• Stochastic differential equations with local interactions
• Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise
• On the Kolmogorov equation associated with Volterra equations and fractional Brownian motion
• Weak uniqueness by noise for singular stochastic PDEs
• Exponential ergodicity of stochastic heat equations with Hölder coefficients
• Pathwise uniqueness in infinite dimension under weak structure condition
• Invariant measures and regularity properties of perturbed Ornstein--Uhlenbeck semigroups
• Maximum principles for infinite dimensional diffusion equations
• Optimal regularity results in spaces of Hölder continuous functions for some infinite dimensional Ornstein - Uhlenbeck semigroup

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