Download this PDF file Fullscreen Fullscreen Off
References
- Da Prato, G. and Zabczyk, J. (1992) Stochastic Equations in Infinite Dimensions. Encyclopedia of Mathematics and its Applications 44. Cambridge University Press. Math Review 95g:60073
- Da Prato, G. and Zabczyk, J. (1997) Differentiability of the Feynman-Kac Semigroup and a Control Application. Rend. Mat. Acc. Lincei s. 9, v. 8, 183-188. Math. Review number not available.
- Elworthy, K. D. (1982) Stochastic Differential Equations on Manifolds. Cambridge University Press. Math Review 84d:58080
- Elworthy, K. D. and Li, X. M. (1994) Formulae for the Derivative of Heat Semigroups. Journal of Functional Analysis 125, 252-286. Math Review 95j:60087
- Elworthy, K. D. and Li, X. M. (1993) Differentiation of Heat Semigroups and applications. Warwick Preprint 77. Math. Review number not available.
- Li, X.-M. (1992) Stochastic Flows on Noncompact Manifolds. Warwick University Ph.D. Thesis. Math. Review number not available.
- Pazy, A. (1983) Semigroups of Linear Operators and Applications to Partial Differential Equations. Springer-Verlag. New York. Math Review 85g:47061
- Rincon, L. A. (1994) Some Formulae and Estimates for the Derivative of Diffusion Semigroups. Warwick MSc. Dissertation. Math. Review number not available.

This work is licensed under a Creative Commons Attribution 3.0 License.