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Diffusion with irregular drift in a Hilbert space

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Abstract

We construct a generalized diffusion process in a separable Hilbert space. The drift of this process satisfies certain conditions of integrability with respect to the Gaussian measure. We establish the properties of the constructed process.

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References

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Authors and Affiliations

  1. Ivano-Frankovsk Technical University of Oil and Gas, Ivano-Frankovsk

    M. M. Osypchuk

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  1. M. M. Osypchuk
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 9, pp. 1224–1230, September, 1995.

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Osypchuk, M.M. Diffusion with irregular drift in a Hilbert space. Ukr Math J 47, 1394–1401 (1995). https://doi.org/10.1007/BF01057514

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  • DOI: https://doi.org/10.1007/BF01057514

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