Regularity of measures induced by solutions of infinite dimensional stochastic differential equations

DOI10.1216/rmjm/1181071920zbMath0912.60069OpenAlexW2016496813MaRDI QIDQ1382721

Fariborz Asadian

Publication date: 31 January 1999

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: http://math.la.asu.edu/~rmmc/rmj/VOL27-2/CONT27-2/CONT27-2.html

zbMATH Keywords

density of transition probabilitymeasures induced by solutions of infinite-dimensional stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic integral equations (60H20) Set functions and measures on topological spaces (regularity of measures, etc.) (28C15)

Cites Work

• Gaussian measures in Banach spaces
• Potential theory associated with Uhlenbeck-Ornstein process
• Stochastic integrals in abstract Wiener space
• On Skorokhod Differentiability of Measures
• Stochastic Integrals in Abstruct Wiener Space II: Regularity Properties
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