Strong feller property for stochastic semilinear equations
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Publication:4326439
DOI10.1080/07362999508809381zbMath0817.60081MaRDI QIDQ4326439
Zabczyk, Jerzy, Giuseppe Da Prato, K. David Elworthy
Publication date: 20 March 1995
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999508809381
47D07: Markov semigroups and applications to diffusion processes
60J35: Transition functions, generators and resolvents
60H99: Stochastic analysis
Related Items
Differentiable measures and the Malliavin calculus, Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation, Stochastic Navier-Stokes equations: Analysis of the noise to have a unique invariant measure, Ergodicity of the 2-D Navier-Stokes equation under random perturbations
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- Potential theory on Hilbert space
- Smoothing properties of transition semigroups in hilbert spaces
- Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
- Uniqueness and stability of invariant measures for stochastic differential equations in hilbert spaces
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