The martingale problem on Banach spaces

zbMath0762.60070MaRDI QIDQ1189282

Egbert Dettweiler

Publication date: 26 September 1992

Published in: Expositiones Mathematicae (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationGaussian processesmartingale inequalitiesstrong Markov processBanach space-valued processescovariance operators of Gaussian measures

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60)

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Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces

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