Stochastic integrals and parabolic equations in abstract Wiener space

DOI10.1090/S0002-9904-1973-13227-6zbMath0256.60028OpenAlexW1974352208MaRDI QIDQ5671436

Hui-Hsiung Kuo, M. Ann. Piech

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1090/s0002-9904-1973-13227-6

Mathematics Subject Classification ID

Stochastic integrals (60H05) Initial value problems for second-order parabolic equations (35K15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items

Diffusion processes in linear spaces and pseudo-topologies ⋮ On operator-valued stochastic integrals ⋮ Diffusion Semigroups on Abstract Wiener Space ⋮ Diffusion and Brownian Motion on Infinite-Dimensional Manifolds ⋮ Stochastic evolution equations and related measure processes ⋮ Fourier transforms in function-space and parabolic differential equations ⋮ Differential and stochastic equations in abstract Wiener space

Cites Work

• A fundamental solution of the parabolic equation on Hilbert space
• Stochastic integrals in abstract Wiener space
• A Fundamental Solution of the Parabolic Equation on Hilbert Space. II: The Semigroup Property
• Diffusion Semigroups on Abstract Wiener Space