Strong feller property for stochastic semilinear equations
Authors:
G. Da Prato -
a;
K. D. Elworthy -
b;
J. Zabczyk c
| Affiliations: | a Scuola Normale Superiore di Pisa, |
| b University of Warwick, Coventry, England | |
| c Polish Academy of Sciences, Warsaw, Poland |
DOI:
10.1080/07362999508809381
Publication Frequency:
6 issues per year
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Abstract
A method from stochastic flow theory is used to obtain smoothing properties of the transition semigroup Pt of a class of stochastic differential equations on Hilbert space. The equations considered may have unbounded coefficients and include such stochastic partial differential equations as
for Xt in L2(0,π) In certain cases a formula for the Fr chet derivative of Ptf is given, exhibiting this smoothing property
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chet derivative of Ptf is given, exhibiting this smoothing property
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