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)
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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) |
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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)
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1985
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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.
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Ornstein-Uhlenbeck process
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stochastic variational calculus
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Fock space
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Sobolev space
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Gaussian measure
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