Uniqueness and Absolute Continuity for Semilinear SPDE’s

DOI10.1007/978-3-0348-0545-2_4zbMath1286.60063OpenAlexW11613557MaRDI QIDQ5746518

Benedetta Ferrario

Publication date: 19 February 2014

Published in: Seminar on Stochastic Analysis, Random Fields and Applications VII (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0545-2_4

zbMATH Keywords

absolute continuityuniqueness in lawGirsanov transform

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites Work

• Semigroups of linear operators and applications to partial differential equations
• On a problem of Girsanov
• A Note on a Result of Liptser-Shiryaev
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• On an Identity for Stochastic Integrals
• Ergodicity for Infinite Dimensional Systems
• Stochastic Equations in Infinite Dimensions
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