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)

DOI10.1016/0022-1236(87)90092-9zbMath0624.60085OpenAlexW2080984978MaRDI QIDQ578750

Ana Bela Cruzeiro

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/0022-1236(87)90092-9

zbMATH Keywords

Girsanov's theoremCameron-Martin spaceinfinite dimensionalOrnstein- Uhlenbeck process

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

Gaussian measures on linear spaces ⋮ Projection of the infinitesimal generator of a diffusion ⋮ Differentiable measures and the Malliavin calculus

Cites Work

• 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)
• Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires
• On the uniqueness of Markovian self-adjoint extension of diffusion operators on infinite dimensional spaces
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Stochastic integrals in abstract Wiener space
• Dirichlet forms and diffusion processes on rigged Hilbert spaces
• Propriété de trace en dimension infinie d'espaces du type Sobolev
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