An analytic approach to existence and uniqueness for martingale problems in infinite dimensions
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Publication:1591367
DOI10.1007/s004400000076zbMath0963.60059MaRDI QIDQ1591367
Publication date: 21 June 2001
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)
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On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators ⋮ Invariant measures and regularity properties of perturbed Ornstein--Uhlenbeck semigroups ⋮ Maximum principles for infinite dimensional diffusion equations ⋮ On pathwise uniqueness of stochastic evolution equations in Hilbert spaces ⋮ Stochastic differential equations with local interactions ⋮ Schauder estimates for elliptic equations in Banach spaces associated with stochastic reaction-diffusion equations ⋮ Optimal regularity results in spaces of Hölder continuous functions for some infinite dimensional Ornstein - Uhlenbeck semigroup ⋮ Noise prevents infinite stretching of the passive field in a stochastic vector advection equation ⋮ Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type ⋮ An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs ⋮ An L2-approximation method for construction and smoothing estimates of Markov semigroups for interacting diffusion processes on a lattice ⋮ Uniqueness results for the generators of the two-dimensional Euler and Navier-Stokes flows
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