Infinite dimensional stochastic differential equations of Ornstein – Uhlenbeck type

@inproceedings{Athreyaa2006InfiniteDS,
  title={Infinite dimensional stochastic differential equations of Ornstein – Uhlenbeck type},
  author={Siva R. Athreyaa and Richard F. Bassb and Maria Gordinab and Edwin A. Perkinsc},
  year={2006}
}
  • Siva R. Athreyaa, Richard F. Bassb, +1 author Edwin A. Perkinsc
  • Published 2006
We consider the operator 

References

Publications referenced by this paper.
Showing 1-10 of 26 references

An analytic approach to existence and uniqueness for martingale problems in infinite dimensions

  • L. Zambotti
  • Probab. Theory Related Fields 118 (2000) 147–168…
  • 2006
Highly Influential
6 Excerpts

Hölder norm estimates for elliptic operators on finite and infinite dimensional spaces

  • S. Athreya, R. F. Bass, E. A. Perkins
  • Trans. Amer. Math. Soc. 357
  • 2005
Highly Influential
6 Excerpts

Resolvent estimates for Fleming–Viot operators and uniqueness of solutions to related martingale problems

  • D. Dawson, P. March
  • J. Funct. Anal. 132 (1995) 417–442. ARTICLE IN…
  • 2006
1 Excerpt

A new regularity result for Ornstein–Uhlenbeck generators and applications

  • G. Da Prato
  • J. Evolution Equations 3
  • 2003

Singular dissipative stochastic equations in Hilbert spaces

  • G. Da Prato, M. Röckner
  • Probab. Theory Related Fields 124
  • 2002
1 Excerpt

Perturbation of Ornstein – Uhlenbeck semigroups , Rend

  • G. Da Prato
  • Second order PDE ’ s in finite and infinite…
  • 2001

Second order PDE’s in finite and infinite dimension

  • S. Cerrai
  • A probabilistic approach, Springer, Berlin
  • 2001

Bounded perturbations of Ornstein–Uhlenbeck semigroups

  • G. Da Prato
  • in: Evolution Equations, Semigroups and…
  • 2000

Perturbations of Ornstein–Uhlenbeck operators: an analytic approach

  • G. Da Prato
  • in: Evolution Equations: Applications to Physics…
  • 2000

Similar Papers

Loading similar papers…