A conditioned ornstein–uhlenbeck process on a hilbert space
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Publication:3209946
DOI10.1080/07362999108809227zbMath0722.60052OpenAlexW2158000910MaRDI QIDQ3209946
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
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Ordinary differential equations and systems with randomness (34F05)
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Regular transition densities for infinite dimensional diffusions ⋮ Regular fundamental solution for a parabolic equation on an infinite–dimensional space ⋮ SPDE bridges with observation noise and their spatial approximation ⋮ Regularity of.the heat semigroup generated by certain operators on a hilbert space ⋮ On the continuity of pathwise solutions to Langevin equations in infinite dimensions ⋮ INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS ⋮ A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
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