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

DOI10.1214/AOP/1176993143MaRDI QIDQ797916zbMATH OpenOpenAlexFDO

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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• GLAUBER DYNAMICS FOR QUANTUM LATTICE SYSTEMS
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• DIFFUSION PROCESSES ON PATH SPACES WITH INTERACTIONS
• Some ergodic theorems for a parabolic Anderson model
• scientific article; zbMATH DE number 922756 (Why is no real title available?)
• Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
• On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space
• Infinite-dimensional Wiener processes with drift
• Explicit formula for evolution semigroup for diffusion in Hilbert space
• A continuous kernel for the transition semigroup associated with a diffusion process in a Hilbert space
• Lyapunov Functions and Stationary Distributions of Stochastic Evolution Equations
• Time reversal for infinite-dimensional diffusions
• Coincidence of the $\sigma$-Algebras in a Scheme of Partially Observable Diffusion Processes

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