Markov property for elliptic stochastic partial differential equations

DOI10.1080/17442509408833872zbMath0824.60053OpenAlexW2066427563MaRDI QIDQ4840917

David Nualart, Catherine Donati-Martin

Publication date: 31 October 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833872

zbMATH Keywords

Radon-Nikodym derivativeanticipative Girsanov theoremgerm Markov field propertyKusuoka transformationquasilinear elliptic stochastic partial differential equation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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