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Theory of Stochastic Processes, 2015, Volume 20(36), Issue 2, Pages 85–96 (Mi thsp104)  

Positivity of transition probabilities of infinite-dimensional diffusion processes on ellipsoids

Oxana Manita

Faculty of Mechanics and Mathematics, Moscow State University, Moscow 119991, Russia
References:
Abstract: We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with the diffusion operator. This is an infinite-dimensional analogue of positivity of densities of transition probabilities. Our results apply to diffusions corresponding to stochastic partial differential equations.
Keywords: Diffusion process in Hilbert space; SPDE; support of distribution; positive density; mild solution; variational solution; Kolmogorov equation.
Funding agency Grant number
Russian Foundation for Basic Research 14-01-00237
14-01-00319
Bibliographic databases:
Document Type: Article
Language: English
Citation: Oxana Manita, “Positivity of transition probabilities of infinite-dimensional diffusion processes on ellipsoids”, Theory Stoch. Process., 20(36):2 (2015), 85–96
Citation in format AMSBIB
\Bibitem{Man15}
\by Oxana Manita
\paper Positivity of transition probabilities of infinite-dimensional diffusion processes on ellipsoids
\jour Theory Stoch. Process.
\yr 2015
\vol 20(36)
\issue 2
\pages 85--96
\mathnet{http://mi.mathnet.ru/thsp104}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3510230}
\zmath{https://zbmath.org/?q=an:1363.60088}
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  • https://www.mathnet.ru/eng/thsp/v20/i2/p85
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