Absolue continuité de probabilités de transition par rapport à une mesure gaussienne dans un espace de Hilbert. (Absolute continuity of transition probabilities with respect to a Gaussian measure in a Hilbert space)

DOI10.1016/0022-1236(85)90078-3zbMath0624.60055OpenAlexW1985724327MaRDI QIDQ578736

Jean-Marc Moulinier

Publication date: 1985

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(85)90078-3

zbMATH Keywords

Malliavin calculusHörmander conditioninfinite dimensional Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60) Continuity and singularity of induced measures (60G30)

Related Items

Stochastic calculus of variations for stochastic partial differential equations ⋮ Time reversal for infinite-dimensional diffusions ⋮ Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability ⋮ Gaussian measures on linear spaces ⋮ Smoothness of the functional law generated by a nonlinear SPDE ⋮ Infinite dimensional Malliavin calculus and its application ⋮ Processus sur l'espace de Wiener associés à des opérateurs élliptiques à coefficients dans certains espaces de Sobolev. (Processes on the Wiener space associated to elliptic operators with coefficients in certain Sobolev spaces) ⋮ Differentiable measures and the Malliavin calculus

Cites Work

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• Noyaux des probabilités de transition de certains opérateurs différentiels en dimension infinie
• The Malliavin calculus, a functional analytic approach
• Diffusions conditionnelles. II. Générateur conditionel. Application au filtrage
• Stochastic differential geometry
• Logarithmic Sobolev Inequalities