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Stochastic Analysis and Applications Volume 9, 1991 - Issue 1
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Original Articles

A conditioned ornstein–uhlenbeck process on a hilbert space

Isabel Simāo Dcpartamento de Matcmática, Faculdade de Ciências de Lisboa, Bloco Cl, 3° Piso, Lisboa, 1700, Portugal
Pages 85-98 | Published online: 03 Apr 2007

References

  • Elworthy , K.D. 1982 . Stochastic Differential Equations on Manifolds , Cambridge : Cambridge Univ.Press .
  • Gaveau , B. 1981 . Noyau des probabilitÉs de transition de certains opÉrateurs d’Ornstein Uhlenbeck dans l’espace de Hilbert . C.R. Acad. Se. Paris , 293 : 469 – 472 .
  • Itô , K. 1984 . Foundations of Stochastic differential equations in infinite dimensional spaces , Vol. 47 , SIAM . CBMS-NSF

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