Publication:4224943

zbMath0936.47022MaRDI QIDQ4224943

Giuseppe Da Prato

Publication date: 8 May 2000

zbMATH Keywords

stochastic differential equation; strongly continuous semigroup; invariant measure; infinitesimal generator; trace class; Gaussian measure; Ornstein-Uhlenbeck semigroups; perturbation of semigroups

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

47D06: One-parameter semigroups and linear evolution equations

47D07: Markov semigroups and applications to diffusion processes

46G12: Measures and integration on abstract linear spaces