Singular dissipative stochastic equations in Hilbert spaces
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Publication:1849669
DOI10.1007/s004400200214zbMath1036.47029OpenAlexW4239655450MaRDI QIDQ1849669
Giuseppe Da Prato, Michael Roeckner
Publication date: 1 December 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400200214
dissipativitygradient system\(C_0\)-semigroupreaction-diffusion equationKolmogorov equationsmartingale problemdiffusion operatorFeller propertyinfinite-dimensional analysisKolmogorov's continuity criterioninfinitesimally invariant measurestochastic differential equations on a Hilbert space
Abstract parabolic equations (35K90) Markov semigroups and applications to diffusion processes (47D07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Linear accretive operators, dissipative operators, etc. (47B44)
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