Smoothing properties of nonlinear stochastic equations in Hilbert spaces

DOI10.1007/BF01193830zbMATH Open0866.60050MaRDI QIDQ1817350FDOQ1817350

Authors: Marco Fuhrman 

Publication date: 19 December 1996

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

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zbMATH Keywords

Malliavin calculusGirsanov transformationtransition semigroupstochastic equation in Hilbert space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• The Malliavin Calculus and Related Topics
• Stochastic Equations in Infinite Dimensions
• A remark on regularization in Hilbert spaces
• Hypoelliptic second order differential equations
• Mathematical control theory: an introduction
• On the Ornstein-Uhlenbeck operator in spaces of continuous functions
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• How violent are fast controls?
• On probability distributions of solutions of semilinear stochastic evolution equations
• Existence of invariant measures of diffusions on an abstract Wiener space
• 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)

Cited In (22)

• Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions
• DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS
• Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces
• Bismut formulae and applications for functional SPDEs
• Null controllability and strong feller property of markov transition semigroups
• Bismut formula for Lions derivative of distribution-path dependent SDEs
• The smoothness of laws of random flags and Oseledets spaces of linear stochastic differential equations
• Schauder regularity results in separable Hilbert spaces
• Smoothing properties of nonlinear transition semigroups: case of Lipschitz nonlinearities
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
• Smoothness of the transition densities corresponding to certain stochastic equations on a Hilbert space
• Differentiable measures and the Malliavin calculus
• Long-time behaviour of nonautonomous SPDE's.
• Partial smoothing of delay transition semigroups acting on special functions
• Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS
• Note on Smoothing estimates for Kolmogorov type equations
• Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
• Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces
• On a class of stochastic equations in hilbert spaces: solvability and smoothing properties
• Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift

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