Regularity results for infinite dimensional diffusions: A Malliavin calculus approach

zbMath1007.60050MaRDI QIDQ1848114

Marco Fuhrman, Stefano Bonaccorsi

Publication date: 31 October 2002

Published in: Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculustransition semigroupstrong Feller property

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control ⋮ Regularizing properties of (non-Gaussian) transition semigroups in Hilbert spaces ⋮ Schauder regularity results in separable Hilbert spaces

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