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

Bogachev V, Lescot P, Röckner M (1999)
Nagoya Mathematical Journal 153: 101-118.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Bogachev, V.; Lescot, P.; Röckner, MichaelUniBi
Abstract / Bemerkung
A martingale problem for pseudo-differential operators on infinite dimensional spaces is formulated and the existence of a solution is proved. Applications to infinite dimensional "stable-like" processes are presented.
Erscheinungsjahr
1999
Zeitschriftentitel
Nagoya Mathematical Journal
Band
153
Seite(n)
101-118
ISSN
0027-7630
Page URI
https://pub.uni-bielefeld.de/record/1623139

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Bogachev V, Lescot P, Röckner M. The martingale problem for pseudo-differential operators on infinite-dimensional spaces. Nagoya Mathematical Journal. 1999;153:101-118.
Bogachev, V., Lescot, P., & Röckner, M. (1999). The martingale problem for pseudo-differential operators on infinite-dimensional spaces. Nagoya Mathematical Journal, 153, 101-118. doi:10.1017/S0027763000006917
Bogachev, V., Lescot, P., and Röckner, M. (1999). The martingale problem for pseudo-differential operators on infinite-dimensional spaces. Nagoya Mathematical Journal 153, 101-118.
Bogachev, V., Lescot, P., & Röckner, M., 1999. The martingale problem for pseudo-differential operators on infinite-dimensional spaces. Nagoya Mathematical Journal, 153, p 101-118.
V. Bogachev, P. Lescot, and M. Röckner, “The martingale problem for pseudo-differential operators on infinite-dimensional spaces”, Nagoya Mathematical Journal, vol. 153, 1999, pp. 101-118.
Bogachev, V., Lescot, P., Röckner, M.: The martingale problem for pseudo-differential operators on infinite-dimensional spaces. Nagoya Mathematical Journal. 153, 101-118 (1999).
Bogachev, V., Lescot, P., and Röckner, Michael. “The martingale problem for pseudo-differential operators on infinite-dimensional spaces”. Nagoya Mathematical Journal 153 (1999): 101-118.