Abstract
Diffusion processes on an abstract Wiener space are constructed from fundamental solutions of second-order parabolic equations with variable coefficients. The transition probabilities of such processes are compared with those of the Wiener process, and continuity of sample paths is established. Several operator semigroups associated with the processes are defined (one locally), and some regularity properties of these semigroups are established.
| Original language | English |
|---|---|
| Pages (from-to) | 153-172 |
| Number of pages | 20 |
| Journal | Journal of Functional Analysis |
| Volume | 8 |
| Issue number | 1 |
| DOIs | |
| State | Published - Aug 1971 |
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