On transformations of smooth measure related to parabolic and hyperbolic differential equations in infinite dimensions

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Abstract

We consider an evolution μ → μt of a smooth measure μ related to parabolic and hyperbolic differential equations in infinite dimensions. In both cases conditions under which the initial measure is invariant with respect to corresponding evolution are given. For the case of parabolic equation we obtain conditions of the absolute continuity μt ≺ μ and a formula for the density μt(dcursive Greek chi)/μ(dcursive Greek chi).

Original languageEnglish
Pages (from-to)989-1007
JournalStochastic Analysis and Applications
Volume16
Issue number5
StatePublished - 1998

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