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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
Published in: journal Stochastic Analysis and Applications, Volume 17, Issue 1 1999 , pages 43 - 69
Formats available: PDF (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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