INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS

DOI10.1142/S0219025704001475MaRDI QIDQ4474483zbMATH OpenFDO

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)

zbMATH Keywords

Malliavin calculusstochastic evolution equationlogarithmic derivative

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• A conditioned ornstein–uhlenbeck process on a hilbert space
• Analytic properties of infinite-dimensional distributions
• Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus
• Elliptic equations for infinite dimensional probability distributions and Lyapunov functions
• Ergodicity for Infinite Dimensional Systems
• Existence and uniqueness of invariant measures: An approach via sectorial forms
• Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces
• On kernels, eigenvalues, and eigenfunctions of operators related to elliptic problems
• On uniqueness of invariant measures for finite- and infinite-dimensional diffusions
• Regular densities of invariant measures in Hilbert spaces
• Regular fundamental solution for a parabolic equation on an infinite–dimensional space
• Regular transition densities for infinite dimensional diffusions
• Regularity of invariant measures for a class of perturbed Ornstein-Uhlenbeck operators
• Regularity of invariant measures on finite and infinite dimensional spaces and applications
• Regularity of invariant measures: The case of non-constant diffusion part
• 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)
• Semigroups of linear operators and applications to partial differential equations
• Smoothing properties of nonlinear stochastic equations in Hilbert spaces

Cited in

(6)

• Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift
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• Integration by parts, homogeneous chaos expansions and smooth densities
• Integration by parts formula for SPDEs with multiplicative noise and its applications
• scientific article; zbMATH DE number 1561015 (Why is no real title available?)
• Regularity results for infinite dimensional diffusions: A Malliavin calculus approach

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