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STRONG FELLER PROPERTY FOR STOCHASTIC SEMILINEAR EQUATIONS
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UNSPECIFIED (1995) STRONG FELLER PROPERTY FOR STOCHASTIC SEMILINEAR EQUATIONS. STOCHASTIC ANALYSIS AND APPLICATIONS, 13 (1). pp. 35-45. ISSN 0736-2994.
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Abstract
A method from stochastic flow theory is used to obtain smoothing properties of the transition semigroup P-t of a class of stochastic differential equations on Hilbert space. The equations considered may have unbounded coefficients and include such stochastic partial differential equations as dX(t) = partial derivative(2)/partial derivative x(2)X(t) - X(t)(2k+1) + dW(t) for X(t) in L(2)(O, pi). In certain cases a formula for the Frechet derivative of P(t)f is given, exhibiting this smoothing property.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | STOCHASTIC ANALYSIS AND APPLICATIONS | ||||
Publisher: | MARCEL DEKKER INC | ||||
ISSN: | 0736-2994 | ||||
Official Date: | 1995 | ||||
Dates: |
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Volume: | 13 | ||||
Number: | 1 | ||||
Number of Pages: | 11 | ||||
Page Range: | pp. 35-45 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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