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On a class of stochastic equations in hilbert spaces: solvability and smoothing properties

 

作者: Marco Fuhrman,  

 

期刊: Stochastic Analysis and Applications  (Taylor Available online 1999)
卷期: Volume 17, issue 1  

页码: 43-69

 

ISSN:0736-2994

 

年代: 1999

 

DOI:10.1080/07362999908809587

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

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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