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On probability distributions of solutions of semilinear stochastic evolution equations. (English) Zbl 0792.60058
Author’s summary: Basic properties of transition probability functions of Markov processes corresponding to solutions of semilinear stochastic evolution equations with a general Gaussian noise are studied. Conditions guaranteeing the strong Feller property, irreducibility, the strong law of large numbers and asymptotic stability are given. A Girsanov type theorem is proved.

MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
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