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

Published online by Cambridge University Press:  22 January 2016

V. Bogachev ,
P. Lescot  and
M. Röckner
V. Bogachev
Affiliation:
Department of Mechanics and Mathematics, Moscow State University, 119899 Moscow, Russia
P. Lescot
Affiliation:
Département de Mathématiques, Université de Paris VI, 4 Place Jussieu, 75252 Paris, Cedex 05, France
M. Röckner
Affiliation:
Fakultät für Mathematik, Universität Bielefeld, Postfach 100131, 33501 Bielefeld, Germany
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Abstract

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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.

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 153 , 1999 , pp. 101 - 118
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1999

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