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

DOI10.1007/BF00994917zbMath0810.60054MaRDI QIDQ1332525

Remigijus Mikulevičius, Boris L. Rosovskii

Publication date: 4 April 1995

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

zbMATH Keywords

uniquenessstochastic partial differential equationsmartingale problemabsolute continuity of measuresabsolute continuity of solutions

Mathematics Subject Classification ID

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

Related Items

Statistical inference for SPDEs: an overview ⋮ Weak convergence of infinite-dimensional diffusions¹ ⋮ Cylindrical martingale problems associated with Lévy generators ⋮ Spectral asymptotics of some functionals arising in statistical inference for SPDEs

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