Regular transition densities for infinite dimensional diffusions

DOI10.1080/07362999308809319zbMath0777.60076OpenAlexW1986875058MaRDI QIDQ5289680

Isabel Simão

Publication date: 2 September 1993

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999308809319

zbMATH Keywords

Gaussian measureregular transition densitystochastic differential equation in a Hilbert space

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic integral equations (60H20)

Related Items (5)

A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces ⋮ INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS ⋮ Differentiable measures and the Malliavin calculus ⋮ A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. ⋮ On a class of stochastic equations in hilbert spaces: solvability and smoothing properties

Cites Work

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• 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)
• A conditioned ornstein–uhlenbeck process on a hilbert space

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