Abstract
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.
Citation
G. Leha. G. Ritter. "On Diffusion Processes and Their Semigroups in Hilbert Spaces with an Application to Interacting Stochastic Systems." Ann. Probab. 12 (4) 1077 - 1112, November, 1984. https://doi.org/10.1214/aop/1176993143
Information
