Infinite dimensional Langevin equation and Fokker-Planck equation

Yoshio Miyahara
1981 Nagoya mathematical journal  
Stochastic processes on a Hilbert space have been discussed in connection with quantum field theory, theory of partial differential equations involving random terms, filtering theory in electrical engineering and so forth, and the theory of those processes has greatly developed recently by many authors (A. B. Balakrishnan [1, 2], Yu. L. Daletskii [7], D. A. Dawson [8, 9], Z. Haba [12], R. Marcus [18], M. Yor [26]).
doi:10.1017/s0027763000019231 fatcat:zlqvhpjs3rf3pkr7p6a2v3miye