On Diffusion Processes and Their Semigroups in Hilbert Spaces with an Application to Interacting Stochastic Systems
Leha, G. ; Ritter, G.
Ann. Probab., Tome 12 (1984) no. 4, p. 1077-1112 / Harvested from Project Euclid
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We study solutions to stochastic differential equations in Hilbert space. In particular we give sufficient conditions for nonexplosion and for the associated semigroup to be of Feller type. We also give applications to systems of stochastic differential equations.
Publié le : 1984-11-14
Classification:  Stochastic differential equation in Hilbert space,  interacting stochastic system,  interacting process,  diffusion process,  nonexplosion,  Feller semigroup,  60J60,  60H10,  60H20,  60K35 
@article{1176993143,
     author = {Leha, G. and Ritter, G.},
     title = {On Diffusion Processes and Their Semigroups in Hilbert Spaces with an Application to Interacting Stochastic Systems},
     journal = {Ann. Probab.},
     volume = {12},
     number = {4},
     year = {1984},
     pages = { 1077-1112},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993143}
}

Leha, G.; Ritter, G. On Diffusion Processes and Their Semigroups in Hilbert Spaces with an Application to Interacting Stochastic Systems. Ann. Probab., Tome 12 (1984) no. 4, pp.  1077-1112. http://gdmltest.u-ga.fr/item/1176993143/