Book contents
- Frontmatter
- Contents
- Preface
- Introduction: Motivating examples
- I Foundations
- II Existence and Uniqueness
- III Properties of solutions
- 9 Markov properties and Kolmogorov equations
- 10 Absolute continuity and Girsanov's theorem
- 11 Large time behaviour of solutions
- 12 Small noise asymptotic
- A Linear deterministic equations
- B Some results on control theory
- C Nuclear and Hilbert - Schmidt operators
- D Dissipative mappings
- Bibliography
- Index
9 - Markov properties and Kolmogorov equations
Published online by Cambridge University Press: 21 March 2010
- Frontmatter
- Contents
- Preface
- Introduction: Motivating examples
- I Foundations
- II Existence and Uniqueness
- III Properties of solutions
- 9 Markov properties and Kolmogorov equations
- 10 Absolute continuity and Girsanov's theorem
- 11 Large time behaviour of solutions
- 12 Small noise asymptotic
- A Linear deterministic equations
- B Some results on control theory
- C Nuclear and Hilbert - Schmidt operators
- D Dissipative mappings
- Bibliography
- Index
Summary
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- Chapter
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- Stochastic Equations in Infinite Dimensions , pp. 239 - 277Publisher: Cambridge University PressPrint publication year: 1992