Differentiability of transition semigroup of generalized Ornstein-Uhlenbeck process: a probabilistic approach

MaRDI QIDQ6750530arXivFDO

Authors B. Goldys, Szymon Peszat

Publication date 2024

Published in arXiv

Mathematics Subject Classification ID

Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Boundary value problems for linear higher-order PDEs (35G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Singular stochastic partial differential equations (60H17)

arXiv classification

math.PR

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