Positivity of transition probabilities of infinite-dimensional diffusion processes on ellipsoids

zbMath1363.60088arXiv1508.06147MaRDI QIDQ2818856

Oxana A. Manita

Publication date: 27 September 2016

Full work available at URL: https://arxiv.org/abs/1508.06147

zbMATH Keywords

mild solutionKolmogorov equationvariational solutionSPDEpositive densitysupport of distributiondiffusion process in Hilbert space

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Explicit formula for evolution semigroup for diffusion in Hilbert space

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