INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS
DOI10.1142/S0219025704001475zbMATH Open1042.60038MaRDI QIDQ4474483FDOQ4474483
Authors: S. Bonaccorsi, Marco Fuhrman
Publication date: 12 July 2004
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
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Cites Work
- Semigroups of linear operators and applications to partial differential equations
- On kernels, eigenvalues, and eigenfunctions of operators related to elliptic problems
- Analytic properties of infinite-dimensional distributions
- On uniqueness of invariant measures for finite- and infinite-dimensional diffusions
- Ergodicity for Infinite Dimensional Systems
- Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus
- Regularity of invariant measures: The case of non-constant diffusion part
- Smoothing properties of nonlinear stochastic equations in Hilbert spaces
- Regularity of invariant measures on finite and infinite dimensional spaces and applications
- Existence and uniqueness of invariant measures: An approach via sectorial forms
- A conditioned ornstein–uhlenbeck process on a hilbert space
- Regular densities of invariant measures in Hilbert spaces
- 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)
- Regularity of invariant measures for a class of perturbed Ornstein-Uhlenbeck operators
- Regular fundamental solution for a parabolic equation on an infinite–dimensional space
- Regular transition densities for infinite dimensional diffusions
- Elliptic equations for infinite dimensional probability distributions and Lyapunov functions
- Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces
Cited In (5)
- Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift
- Title not available (Why is that?)
- Integration by parts, homogeneous chaos expansions and smooth densities
- Title not available (Why is that?)
- Regularity results for infinite dimensional diffusions: A Malliavin calculus approach
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