Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces

DOI10.1080/17442500108834270zbMath0981.60060OpenAlexW2030364472MaRDI QIDQ2747867

Marco Fuhrman

Publication date: 3 March 2002

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500108834270

zbMATH Keywords

invariant measuresstochastic evolution equationslogarithmic derivativesstochastic processes in Hilbert spaces

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

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• Analytic properties of infinite-dimensional distributions
• Hypercontractivity properties of nonsymmetric ornstein-uhlenbeck semigroups in hilbert spaces
• Invariant measures for white noise driven stochastic partial differential equations²
• Ergodicity for Infinite Dimensional Systems

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