On diffusion processes and their semigroups in Hilbert spaces with an application to interacting stochastic systems

DOI10.1214/AOP/1176993143zbMATH Open0546.60082OpenAlexW2040667100MaRDI QIDQ797916FDOQ797916

Authors Gottlieb Leha, Gunter Ritter

Publication date 1984

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993143

zbMATH Keywords

Feller semigroupstochastic differential equations in Hilbert spacesufficient conditions for nonexplosion

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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• Some ergodic theorems for a parabolic Anderson model
• Coincidence of the $\sigma$-Algebras in a Scheme of Partially Observable Diffusion Processes
• A homeomorphism relating path spaces of stochastic processes with values in \(\mathbb R^{\mathbb Z}\) respectively \((S^{1})^{\mathbb Z}\)
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• On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space
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• Infinite-dimensional Wiener processes with drift

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