A conditioned ornstein–uhlenbeck process on a hilbert space

DOI10.1080/07362999108809227zbMATH Open0722.60052OpenAlexW2158000910MaRDI QIDQ3209946FDOQ3209946

Authors: Isabel Simão 

Publication date: 1991

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999108809227

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zbMATH Keywords

Ornstein-Uhlenbeck processinfinite system of stochastic differential equations

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Cites Work

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Cited In (11)

• Regular transition densities for infinite dimensional diffusions
• On the continuity of pathwise solutions to Langevin equations in infinite dimensions
• A Haar-like construction for the Ornstein Uhlenbeck process
• Infinite dimensional stochastic differential equations of Ornstein-Uhlenbeck type
• INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS
• On processes of ornstein-uhlenbeck type in hilbert space
• Regularity of.the heat semigroup generated by certain operators on a hilbert space
• On mild solutions of gradient systems in Hilbert spaces
• Regular fundamental solution for a parabolic equation on an infinite–dimensional space
• SPDE bridges with observation noise and their spatial approximation
• A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.

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