The martingale problem for pseudo-differential operators on infinite-dimensional spaces

DOI10.1017/S0027763000006917zbMath0934.60043OpenAlexW1507692631MaRDI QIDQ4267450

Vladimir I. Bogachev, Paul Lescot, Michael Roeckner

Publication date: 1999

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000006917

zbMATH Keywords

martingale problempseudo-differential operatorsnuclear spacestightness criteria

Mathematics Subject Classification ID

Related Items (6)

GENERATORS OF MEHLER-TYPE SEMIGROUPS AS PSEUDO-DIFFERENTIAL OPERATORS ⋮ Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise ⋮ On uniqueness of solutions to martingale problems -- counterexamples and sufficient criteria ⋮ Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. ⋮ Ornstein–Uhlenbeck operators and semigroups ⋮ The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels

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