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

DOI10.1080/07362999308809314zbMath0776.60076MaRDI QIDQ4039255

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 equation; infinite-dimensional Ornstein-Uhlenbeck operator

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

35K15: Initial value problems for second-order parabolic equations

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Cites Work

• 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)
• A conditioned ornstein–uhlenbeck process on a hilbert space
• Smooth Transition Densities for One-Dimensional Diffusions