Hypoelliptic stochastic differential equations in infinite dimensions

J. Math. Sci. Univ. Tokyo
Vol. 12 (2005), No. 3, Page 399--416.

HEYA, Naoki
Hypoelliptic stochastic differential equations in infinite dimensions
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Abstract:
In \cite{HEYA}, the author showed the absolute continuity of a measure induced by infinite dimensional stochastic differential equations of the type $dX_t=dW_t+A(X_t)dW_t+b(X_t)dt$ under the condition that the modified Malliavin covariance is non-degenerate. We give a sufficient condition for the non-degeneracy of the modified Malliavin covariance.

Mathematics Subject Classification (1991): 60H07
Mathematical Reviews Number: MR2192222

Received: 2005-02-17