Regular fundamental solution for a parabolic equation on an infinite–dimensional space

DOI10.1080/07362999308809314MaRDI QIDQ4039255zbMATH OpenOpenAlexFDO

Authors Isabel Simão

Publication date 24 November 1993

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

Full work available at URL https://doi.org/10.1080/07362999308809314

zbMATH Keywords

parabolic equationinfinite-dimensional Ornstein-Uhlenbeck operator

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• A conditioned ornstein–uhlenbeck process on a hilbert space
• Régularité des mesures et perturbations stochastiques de champs de vecteurs sur des espaces de dimension infinie (Regularity of measures and stochastic perturbations of vector fields on infinite-dimensional spaces)
• Smooth Transition Densities for One-Dimensional Diffusions

Cited in

(9)

• Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces
• A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces
• Differentiable measures and the Malliavin calculus
• INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS
• The heat equation with random initial conditions from Orlicz spaces
• Regularity of.the heat semigroup generated by certain operators on a hilbert space
• On a class of stochastic equations in hilbert spaces: solvability and smoothing properties
• Generalized parabolic functions on white noise space
• A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.

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