scientific article; zbMATH DE number 3623914

MaRDI QIDQ4186582zbMATH OpenFDO

Authors

Publication date 1978

zbMATH Keywords

Absolute ContinuityCauchy ProblemForward Kolmogorov EquationGaussian MeasureScale of Hilbert Spaces

Mathematics Subject Classification ID

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

Cited in

(1)

• Differentiable measures and the Malliavin calculus

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