Gauss-Markov processes on Hilbert spaces

DOI10.1090/tran/6329zbMath1337.60051arXiv1307.2686OpenAlexW2083750712MaRDI QIDQ3448981

Szymon Peszat, Beniamin Goldys, Zabczyk, Jerzy

Publication date: 3 November 2015

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.2686

zbMATH Keywords

generatorsemigroupHilbert spacesGaussian measurestransition kernelsGauss-Markov processesstrict topologylocally convex topologylinear stochastic differential equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov processes (60J99)

Related Items (1)

Characterization of Gaussian quantum Markov semigroups

Cites Work

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