Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities

Gordina, M; Rockner, M; Teplyaev, A

Gordina, M (corresponding author), Univ Connecticut, Dept Math, Storrs, CT 06269 USA.

PROBABILITY THEORY AND RELATED FIELDS, 2020; 178 (3-4): 861

Abstract

We consider a perturbation of a Hilbert space-valued Ornstein-Uhlenbeck process by a class of singular nonlinear non-autonomous maximal monotone time-......

Full Text Link