Regular transition densities for infinite dimensional diffusions

DOI10.1080/07362999308809319MaRDI QIDQ5289680zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 3872419 (Why is no real title available?)
• scientific article; zbMATH DE number 4020069 (Why is no real title available?)
• A conditioned ornstein–uhlenbeck process on a hilbert space
• 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)

Cited in

(15)

• Regularity of measures induced by solutions of infinite dimensional stochastic differential equations
• A regularity condition on the transition probability measure of a diffusion process
• Transition density of an infinite-dimensional diffusion with the jack parameter
• Regularity properties of transition probabilities in infinite dimensions
• scientific article; zbMATH DE number 4082659 (Why is no real title available?)
• A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces
• Differentiable measures and the Malliavin calculus
• Estimates of the transition density of a gas system
• Positivity of transition probabilities of infinite-dimensional diffusion processes on ellipsoids
• INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS
• Positive densities of transition probabilities of diffusion processes
• Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic differential equation
• On a class of stochastic equations in hilbert spaces: solvability and smoothing properties
• Regular fundamental solution for a parabolic equation on an infinite–dimensional space
• A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.

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