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STRONG FELLER PROPERTY FOR STOCHASTIC SEMILINEAR EQUATIONS

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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

Topics: QA
Publisher: MARCEL DEKKER INC
OAI identifier: oai:wrap.warwick.ac.uk:20022
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