Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces

By Martin Ondrej'at. 2005

60 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/5465fca03c52939ed68b5f6a171ca8d33283b217