Projection of the infinitesimal generator of a diffusion

DOI10.1016/0022-1236(89)90041-4zbMath0683.60055OpenAlexW1972087502MaRDI QIDQ1824946

Hélène Airault

Publication date: 1989

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(89)90041-4

zbMATH Keywords

Riemannian metricWiener measureparabolic equationOrnstein-Uhlenbeck processinfinitesimal generatorWiener spaceHeisenberg diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Parabolic equations and parabolic systems (35K99)

Related Items (8)

Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis ⋮ Some heat operators on \(\mathbb{P}(\mathbb{R}^ d)\) ⋮ Properties of the set of positivity for the density of a regular Wiener functional ⋮ Finite dimensional approximation of Riemannian path space geometry. ⋮ Logarithmic Sobolev inequalities on loop groups ⋮ Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane ⋮ Differentiable measures and the Malliavin calculus ⋮ Hypoellipticity in infinite dimensions and an application in interest rate theory

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