Smoothing properties of transition semigroups in hilbert spaces

DOI10.1080/17442509108833690zbMath0726.60062OpenAlexW1993702923MaRDI QIDQ3350411

Zabczyk, Jerzy, Giuseppe Da Prato

Publication date: 1991

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833690

zbMATH Keywords

Fréchet differentiabilityinfinitesimal generatortransition semigroupOrnstein-Uhlenbeck processesKolmogorov backward equationsemilinear stochastic equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25)

Related Items (10)

The strong Feller property for singular stochastic PDEs ⋮ Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives ⋮ Ergodicity of stochastic plates ⋮ Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces ⋮ Wong-Zakai approximations for stochastic differential equations ⋮ The travelling wave fronts of nonlinear reaction–diffusion systems via Friedlin's stochastic approaches ⋮ Strong feller property for stochastic semilinear equations ⋮ Quantum fractional Ornstein-Uhlenbeck semigroups and associated potentials ⋮ Nonsymmetric Ornstein-Uhlenbeck semigroups in Banach spaces ⋮ Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk

Cites Work

• Gaussian measures in Banach spaces
• Potential theory on Hilbert space
• Some Results on Bellman Equation in Hilbert Spaces
• Uniqueness and stability of invariant measures for stochastic differential equations in hilbert spaces

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