scientific article; zbMATH DE number 3623914

MaRDI QIDQ4186582zbMATHFDO

Authors

Publication date 1978

zbMATH Keywords

Cauchy ProblemAbsolute ContinuityGaussian MeasureForward Kolmogorov EquationScale of Hilbert Spaces

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Inner product spaces and their generalizations, Hilbert spaces (46C99)

Cited in

(1)

• Differentiable measures and the Malliavin calculus

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