Régularité des mesures et perturbations stochastiques de champs de vecteurs sur des espaces de dimension infinie (Regularity of measures and stochastic perturbations of vector fields on infinite-dimensional spaces) (Q1072221)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Régularité des mesures et perturbations stochastiques de champs de vecteurs sur des espaces de dimension infinie (Regularity of measures and stochastic perturbations of vector fields on infinite-dimensional spaces)
scientific article

    Statements

    Régularité des mesures et perturbations stochastiques de champs de vecteurs sur des espaces de dimension infinie (Regularity of measures and stochastic perturbations of vector fields on infinite-dimensional spaces) (English)
    0 references
    0 references
    0 references
    1985
    0 references
    In this paper, we consider the perturbation of an operator of Ornstein- Uhlenbeck type by a general vector field in Hilbert space. We first prove that the heat kernels at different times are absolutely continuous with respect to each other when the field is zero. In the general case, we prove that the heat kernels are also absolutely continuous and that their densities are in a Sobolev space for the natural Gaussian measure.
    0 references
    Ornstein-Uhlenbeck process
    0 references
    stochastic variational calculus
    0 references
    Fock space
    0 references
    Sobolev space
    0 references
    Gaussian measure
    0 references

    Identifiers