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

Authors
Bogachev, V Lescot, P Rockner, M
Citation
V. Bogachev et al., The martingale problem for pseudo-differential operators on infinite-dimensional spaces, NAG MATH J, 153, 1999, pp. 101-118
Citations number
27
Categorie Soggetti
Mathematics
Journal title
NAGOYA MATHEMATICAL JOURNAL
ISSN journal
00277630 → ACNP
Volume
153
Year of publication
1999
Pages
101 - 118
Database
ISI
SICI code
0027-7630(199903)153:<101:TMPFPO>2.0.ZU;2-K
Abstract
A martingale problem for pseudo-differential operators on infinite dimensio nal spaces is formulated and the existence of a solution is proved. Applica tions to infinite dimensional "stable-like" processes are presented.