Smoothing properties of nonlinear stochastic equations in Hilbert spaces

DOI10.1007/BF01193830zbMath0866.60050MaRDI QIDQ1817350

Marco Fuhrman

Publication date: 19 December 1996

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculustransition semigroupGirsanov transformationstochastic equation in Hilbert space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (16)

Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control ⋮ Stochastic flows and Bismut formulas for stochastic Hamiltonian systems ⋮ Bismut formula for Lions derivative of distribution-path dependent SDEs ⋮ Partial smoothing of delay transition semigroups acting on special functions ⋮ Bismut formulae and applications for functional SPDEs ⋮ Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces ⋮ Schauder regularity results in separable Hilbert spaces ⋮ Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces ⋮ Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions ⋮ Long-time behaviour of nonautonomous SPDE's. ⋮ Flow of diffeomorphisms for SDEs with unbounded Hölder continuous drift ⋮ DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS ⋮ 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 ⋮ FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES

Cites Work

• 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)
• A remark on regularization in Hilbert spaces
• Existence of invariant measures of diffusions on an abstract Wiener space
• How violent are fast controls?
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• On the Ornstein-Uhlenbeck operator in spaces of continuous functions
• Hypoelliptic second order differential equations
• The Malliavin Calculus and Related Topics
• On probability distributions of solutions of semilinear stochastic evolution equations
• Mathematical control theory: an introduction
• Stochastic Equations in Infinite Dimensions

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