Regular transition densities for infinite dimensional diffusions
作者:
Isabel Simão,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1993)
卷期:
Volume 11,
issue 3
页码: 309-336
ISSN:0736-2994
年代: 1993
DOI:10.1080/07362999308809319
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
A formula for the densityPt(x, y) of the transition probability of certain infinite dimensional diffusions is given. This formula is then used to prove the regularity ofPt(x, y)
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