I’ve tried looking it up, but I can’t find any information other than that of a duke. I may not be looking up the right thing. (If this is an improper place to ask this I will remove it).
So the first issue is: no heir or no heir? That is, do you just mean that your (fictional?) marquess has no son? Because in that case, they would be going back up through his family tree to find another male heir. Did he have brothers? Did his father have brothers? Did his grandfather etc.? Inheritance of titles was based on patrilineality, but that is not as simple as sons always inheriting from fathers. Something to think about.
But for the main question - I have two previous responses that should give you what you're looking for:
Victorian Era Women's Rights in Estate Ownership through Wills/Contracts
In Victorian England, who would gain control of a woman if all her close male relatives passed away?
In sum, she would have the property that was laid out in her marriage settlement for her use after her husband's death. (Whatever you've found about dukes, presuming it's correct, should be just as relevant to any other member of the peerage.)