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)

DOI10.2977/prims/1195179057zbMath0587.60042OpenAlexW1982599114MaRDI QIDQ1072221

Publication date: 1985

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1195179057

zbMATH Keywords

Sobolev space Ornstein-Uhlenbeck process Fock space Gaussian measure stochastic variational calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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Regular transition densities for infinite dimensional diffusions ⋮ A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces ⋮ Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces ⋮ Gaussian measures on linear spaces ⋮ Non perturbative construction of invariant measure through confinement by curvature ⋮ Regular fundamental solution for a parabolic equation on an infinite–dimensional space ⋮ Strong feller property for stochastic semilinear equations ⋮ Smoothness of the functional law generated by a nonlinear SPDE ⋮ Smoothing properties of nonlinear stochastic equations in Hilbert spaces ⋮ INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS ⋮ Differentiable measures and the Malliavin calculus ⋮ On a class of stochastic equations in hilbert spaces: solvability and smoothing properties

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