Projection of the infinitesimal generator of a diffusion
DOI10.1016/0022-1236(89)90041-4zbMATH Open0683.60055OpenAlexW1972087502MaRDI QIDQ1824946FDOQ1824946
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
Recommendations
Ornstein-Uhlenbeck processWiener measureinfinitesimal generatorparabolic equationRiemannian metricWiener spaceHeisenberg diffusion
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
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- 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
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- Properties of the set of positivity for the density of a regular Wiener functional
- Logarithmic Sobolev inequalities on loop groups
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