Infinite dimensional Kolmogorov operators with time dependent drift coefficients
From MaRDI portal
Publication:951720
DOI10.1134/S1064562408020294zbMath1221.60096MaRDI QIDQ951720
Vladimir I. Bogachev, Giuseppe Da Prato, Michael Roeckner
Publication date: 27 October 2008
Published in: Doklady Mathematics (Search for Journal in Brave)
47D07: Markov semigroups and applications to diffusion processes
60H25: Random operators and equations (aspects of stochastic analysis)
60J60: Diffusion processes
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)