Add to ORKGThe paper presents necessary and sufficient conditions for the absolute continuity of measures generated by infinite-dimensional martingale problems. This result is applied to study the existence and uniqueness of weak solutions to non-linear parabolic SPDE's. The paper also addresses the problem of stochastic integration with respect to a martingale in a quasi-complete locally convex topological vector space
summary:The paper presents a review of some recent results on uniqueness of invariant measures for s...
Abstract. Recently, van Neerven, Weis and the author, constructed a the-ory for stochastic integrati...
Existence and uniqueness of solutions of martingale problems, not only in the class of r.c.l.l. or c...
The paper presents necessary and sufficient conditions for theabsolute continuity of measures genera...
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as ...
International audienceA new proof of existence of weak solutions to stochastic differential equation...
Abstract. We investigate the existence of an absolutely continuous martingale measure. For continuou...
Let E be a complete, separable metric space and A be an operator on Cb(E). We give an abstract defin...
The martingale property in the context of stochastic differential equations Johannes Ruf* This note ...
We prove the existence and uniqueness of solution to the nonlinear local martingale problems for a l...
Given a weak solution of a semilinear stochastic partial differential equation, sufficient conditi...
summary:The paper deals with three issues. First we show a sufficient condition for a cylindrical lo...
In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and...
In this paper we establish some new theorems on pathwise uniqueness of solutions to the stochastic d...
International audienceWe introduce an elementary method for proving the absolute continuity of the t...
summary:The paper presents a review of some recent results on uniqueness of invariant measures for s...
Abstract. Recently, van Neerven, Weis and the author, constructed a the-ory for stochastic integrati...
Existence and uniqueness of solutions of martingale problems, not only in the class of r.c.l.l. or c...
The paper presents necessary and sufficient conditions for theabsolute continuity of measures genera...
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as ...
International audienceA new proof of existence of weak solutions to stochastic differential equation...
Abstract. We investigate the existence of an absolutely continuous martingale measure. For continuou...
Let E be a complete, separable metric space and A be an operator on Cb(E). We give an abstract defin...
The martingale property in the context of stochastic differential equations Johannes Ruf* This note ...
We prove the existence and uniqueness of solution to the nonlinear local martingale problems for a l...
Given a weak solution of a semilinear stochastic partial differential equation, sufficient conditi...
summary:The paper deals with three issues. First we show a sufficient condition for a cylindrical lo...
In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and...
In this paper we establish some new theorems on pathwise uniqueness of solutions to the stochastic d...
International audienceWe introduce an elementary method for proving the absolute continuity of the t...
summary:The paper presents a review of some recent results on uniqueness of invariant measures for s...
Abstract. Recently, van Neerven, Weis and the author, constructed a the-ory for stochastic integrati...
Existence and uniqueness of solutions of martingale problems, not only in the class of r.c.l.l. or c...