Projection of the infinitesimal generator of a diffusion

DOI10.1016/0022-1236(89)90041-4MaRDI QIDQ1824946zbMATH OpenOpenAlexFDO

Authors Hélène Airault

Publication date 1989

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-1236(89)90041-4

zbMATH Keywords

Ornstein-Uhlenbeck processWiener measureinfinitesimal generatorparabolic equationRiemannian metricWiener spaceHeisenberg diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Parabolic equations and parabolic systems (35K99)

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Cited in

(11)

• Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis
• Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane
• Finite dimensional approximation of Riemannian path space geometry.
• Differentiable measures and the Malliavin calculus
• scientific article; zbMATH DE number 4135161 (Why is no real title available?)
• Some heat operators on \(\mathbb{P}(\mathbb{R}^ d)\)
• Dilation vector field on Wiener space
• Hypoellipticity in infinite dimensions and an application in interest rate theory
• scientific article; zbMATH DE number 3913320 (Why is no real title available?)
• Properties of the set of positivity for the density of a regular Wiener functional
• Logarithmic Sobolev inequalities on loop groups

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