Regularity results for infinite dimensional diffusions. A Malliavin calculus approach

Atti della Accademia Nazionale dei Lincei, Classe di Scienze Fisiche, Matematiche e Naturali, Rendiconti Lincei Matematica E Applicazioni

Volumn 10, Issue 1, 1999, Pages 35-45

  Bonaccorsi, Stefano ^a   Fuhrman, Marco ^b  

^a UNIVERSITY OF TRENTO   (Italy)

^b POLITECNICO DI MILANO   (Italy)

Author keywords

Logarithmic derivative; Malliavin calculus; Strong Feller property; Transition semigroups

Indexed keywords

EID: 0005386353     PISSN: 11206330     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (7)

1. S. BONACCORSI, Some applications in Malliavin calculus. Ph. D. thesis, Università degli Studi di Trento, 1998.
2. G. DA PRATO - J. ZABCZYK, Stochastic equations in infinite dimensions. In: Encyclopedia of Mathematics and its Applications. Cambridge University Press, Cambridge 1992.
3. G. DA PRATO - J. ZABCZYK, Ergodicity for infinite-dimensional systems. In: London Mathematical Society Lecture Note Series. Cambridge University Press, Cambridge 1996.
4. M. FUHRMAN, Smoothing properties of nonlinear stochastic equations in Hilbert spaces. NoDEA Nonlinear Differential Equations Appl., 3(4), 1996, 445-464.
5. A. GRORUD - É. PARDOUX, Intégrales hilbertiennes anticipantes par rapport à un processus de Wiener cylindrique et calcul stochastique associé. Appl. Math. Optim., 25 (1), 1992, 31-49.
6. D. NUALART, The Malliavin calculus and related topics. Probability and its Applications, Springer-Verlag, New York 1995.
7. S. PESZAT - J. ZABCZYK, Strong Feller property and irreducibility for diffusions on Hilbert spaces. Ann. Probab., 23 (1), 1995, 157-172.