Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces

DOI10.1007/S10587-005-0084-ZzbMATH Open1081.60049OpenAlexW2066205264MaRDI QIDQ3366779FDOQ3366779

Authors: Martin Ondreját 

Publication date: 14 February 2006

Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/31007

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited In (28)

• Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
• Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise
• Linearization and a superposition principle for deterministic and stochastic nonlinear Fokker-Planck-Kolmogorov equations
• Invariant measures for stochastic nonlinear beam and wave equations
• INTEGRAL REPRESENTATIONS OF CYLINDRICAL LOCAL MARTINGALES IN EVERY SEPARABLE BANACH SPACE
• Sub and supercritical stochastic quasi-geostrophic equation
• Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure
• A note on stochastic semilinear equations and their associated Fokker-Planck equations
• Brownian representations of cylindrical continuous local martingales
• The Ornstein-Uhlenbeck bridge and applications to Markov semigroups
• Stationary solutions for stochastic damped Navier-Stokes equations in \(\mathbb{R}^d\)
• Asymptotic behavior for second order stochastic evolution equations with memory
• Stochastic nonlinear beam equations
• Invariant measures for a stochastic nonlinear and damped 2D Schrödinger equation
• A restricted superposition principle for (non-)linear Fokker-Planck-Kolmogorov equations on Hilbert spaces
• Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes
• Stochastic tamed Navier-Stokes equations on \(\mathbb{R}^3\): the existence and the uniqueness of solutions and the existence of an invariant measure
• Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
• Local characteristics and tangency of vector-valued martingales
• Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions
• Regular solutions for multiplicative stochastic Landau-Lifshitz-Gilbert equation and blow-up phenomena
• Cylindrical martingale problems associated with Lévy generators
• Uniqueness of the invariant measure and asymptotic stability for the 2D Navier-Stokes equations with multiplicative noise
• Well-posedness and exponential mixing for stochastic magneto-hydrodynamic equations with fractional dissipations
• The finite speed of propagation for solutions to stochastic viscoelastic wave equation
• Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces
• Martingale solutions for stochastic active scalar equations perturbed by non-trace class noise
• Stochastic generalized magnetohydrodynamics equations with not regular multiplicative noise: well-posedness and invariant measure

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