Limit theorems for cylindrical martingale problems associated with Lévy generators

DOI10.1007/s10959-019-00948-3zbMath1434.60193arXiv1803.06899OpenAlexW2980469507MaRDI QIDQ2181617

Publication date: 19 May 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.06899

zbMATH Keywords

limit theorem stochastic partial differential equation Feller process cylindrical martingale problem jump-diffusion existence theorem Lévy generator

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

The martingale problem method revisited ⋮ The dual Yamada–Watanabe theorem for mild solutions to stochastic partial differential equations

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