On a class of stochastic equations in hilbert spaces: solvability and smoothing properties
Author:
Marco Fuhrman -
a
| Affiliation: | a Dipartimento di Matematica, Milano, Italy |
DOI:
10.1080/07362999908809587
Publication Frequency:
6 issues per year
Formats available:
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(English)
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Abstract
A semilinear stochastic equation in a Hilbert space is considered, with nonlinearity of gradient type and constant but possibly degenerate diffusion term. Under suitable assumptions, existence and uniqueness of the solution and some smoothing properties for the associated transition semigroup are proved. In particular, strong Feller property and irreducibility are deduced. The main tools are the Malliavin calculus and the Girsanov Theorem
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