Smoothing properties of nonlinear stochastic equations in Hilbert spaces

DOI10.1007/BF01193830MaRDI QIDQ1817350zbMATH OpenFDO

Authors Marco Fuhrman

Publication date 19 December 1996

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

zbMATH Keywords

Malliavin calculusGirsanov transformationtransition semigroupstochastic equation in Hilbert space

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(22)

• Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions
• Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces
• DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS
• 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
• Smoothing properties of nonlinear transition semigroups: case of Lipschitz nonlinearities
• Schauder regularity results in separable Hilbert spaces
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
• Differentiable measures and the Malliavin calculus
• Smoothness of the transition densities corresponding to certain stochastic equations on a Hilbert space
• 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
• Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift
• On a class of stochastic equations in hilbert spaces: solvability and smoothing properties

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