Regularity properties of transition probabilities in infinite dimensions (Q4949452)

The author considers a stochastic process \(X\) with values in a Hilbert space \(H\) satisfying a semilinear stochastic differential equation, driven by a Wiener process. It is proved that, under appropriate conditions, the transition probabilities of \(X\) are absolutely continuous with respect to a properly chosen Gaussian measure \(\mu\) on \(H\), and the corresponding densities belong to some Wiener-Sobolev spaces over \((H,\mu)\). In fact the author starts from the linear case, that is a non-symmetric Ornstein-Uhlenbeck process. Then the results for the general (nonlinear) situations are obtained via the Malliavin calculus and the Girsanov theorem. Examples and applications to stochastic partial differential equations are given.