Document Type
Article
Publication Date
1-1-1973
Abstract
This paper studies the differential equation ( ∂ ∂t) u(t, x) = 1 2trace A(t, x) D2u(t, x) A*(t, x) + 〈σ(t, x), Du(t, x)〉 - V(x) u(t, x), u(0, x) = φ(x) in infinite dimensional space. A Kac's type representation of solution in terms of function space integral is proved. Kac's method is modified to work nicely regardless of the dimensionality. © 1973.
Publication Source (Journal or Book title)
Journal of Functional Analysis
First Page
246
Last Page
256
Recommended Citation
Kuo, H. (1973). Differential and stochastic equations in abstract Wiener space. Journal of Functional Analysis, 12 (3), 246-256. https://doi.org/10.1016/0022-1236(73)90078-5
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