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The martingale problem for pseudo-differential operators on infinite-dimensional spaces. (English) Zbl 0934.60043
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.

MSC:
60G44 Martingales with continuous parameter
47G30 Pseudodifferential operators
60J75 Jump processes (MSC2010)
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