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Regular fundamental solution for a parabolic equation on an infinite–dimensional space

 

作者: Isabel Simão,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1993）
卷期: Volume 11, issue 2  

页码: 235-247

 

ISSN:0736-2994

 

年代: 1993

 

DOI:10.1080/07362999308809314

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

A formula for the density Pt(x,y) of the fundamental solution of the parabolic equation associated with the infinite–dimensional Ornstein–Uhlenbeck operator plus a zero order term, is given. This formula is then used to give a proof of the regularity of Pt(x,y).

 

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