On some asymptotic properties of the solution for a stochastic differential equation on Hilbert spaces (Q580817)
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scientific article; zbMATH DE number 4018031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some asymptotic properties of the solution for a stochastic differential equation on Hilbert spaces |
scientific article; zbMATH DE number 4018031 |
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On some asymptotic properties of the solution for a stochastic differential equation on Hilbert spaces (English)
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1987
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\textit{A. Friedman} [Trans. Am. Math. Soc. 184(1973), 185-203 (1974; Zbl 0276.60076)] gave sufficient conditions for transience and recurrence of nondegenerate diffusions in finite dimensions. In the present paper, these results are extended to SDE on Hilbert spaces driven by cylindrical Wiener processes.
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sufficient conditions for transience and recurrence
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cylindrical Wiener processes
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