A version of the Hörmander–Malliavin theorem in 2-smooth Banach spaces

DOI10.1142/S0219025714500040zbMath1291.60112arXiv1304.3688MaRDI QIDQ5414981

Evelina Shamarova

Publication date: 8 May 2014

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.3688

zbMATH Keywords

Malliavin calculusstochastic evolution equationHörmander-Malliavin theorem

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces ⋮ Existence of densities for stochastic evolution equations driven by fractional Brownian motion

Cites Work

• A maximal inequality for stochastic convolutions in 2-smooth Banach spaces
• A theory of hypoellipticity and unique ergodicity for semilinear stochastic PDEs
• Stochastic evolution equations in UMD Banach spaces
• A clark-ocone formula in UMD Banach spaces
• Stochastic calculus of variations for stochastic partial differential equations
• On the martingale problem for Banach space valued stochastic differential equations
• Martingales with values in uniformly convex spaces
• Stochastic partial differential equations in \(M\)-type 2 Banach spaces
• Stochastic integration in UMD Banach spaces
• Interest rate models: an infinite dimensional stochastic analysis perspective
• Hypoellipticity in infinite dimensions and an application in interest rate theory
• The Malliavin Calculus and Related Topics
• SMOOTH PROBABILITY MEASURES AND ASSOCIATED DIFFERENTIAL OPERATORS