Brownian processes in infinite dimension

DOI10.1007/BF01275589zbMath0822.60070OpenAlexW1971231892MaRDI QIDQ1347116

Denis Feyel, Arnaud De La Pradelle

Publication date: 2 May 1995

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01275589

zbMATH Keywords

Gaussian measureCameron-Martin spacestochastic Cauchy problemClark's formulaanalytic contracting semigroup

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Ordinary differential equations and systems with randomness (34F05)

Related Items (3)

Generalized Mehler semigroups and applications ⋮ Generalized Ornstein-Uhlenbeck semigroups: Littlewood-Paley-Stein inequalities and the P. A. Meyer equivalence of norms ⋮ Stochastic integrals and Brownian motion on abstract nilpotent Lie groups

Cites Work

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• Continuity of \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
• Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
• Gaussian capacities
• On the continuity of Ornstein-Uhlenbeck processes in infinite dimensions
• Gaussian linear operators
• Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
• Fonctions aléatoires à valeurs dans les espaces lusiniens. (Random functions with values in Lusin spaces)
• Processus associes a une classe d'espaces de Banach fonctionnels

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