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On a class of martingale problems on Banach spaces


 
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1. Title Title of document On a class of martingale problems on Banach spaces
 
2. Creator Author's name, affiliation, country Markus Christian Kunze; University of Ulm
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) local Martingale problem, strong Markov property, stochastic partial differential equations
 
3. Subject Subject classification 60H15; 60J25
 
4. Description Abstract We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and (analytically) weak solutions of the stochastic equation. We also prove that the solutions of well-posed equations are strong Markov processes. We apply our results to semilinear stochastic equations with additive noise where the semilinear term is merely measurable and to stochastic reaction-diffusion equations with Hölder continuous multiplicative noise.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2013-12-11
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2924
 
10. Identifier Digital Object Identifier 10.1214/EJP.v18-2924
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 18
 
12. Language English=en en
 
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