Second Order PDE's in Finite and Infinite Dimension A Probabilistic Approach /

• Κύριος συγγραφέας: Cerrai, Sandra (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2001.
• Έκδοση: 1st ed. 2001.
• Σειρά: Lecture Notes in Mathematics, 1762
• Θέματα: Partial differential equations.; Probabilities.; Partial Differential Equations.; Probability Theory and Stochastic Processes.

The main objective of this monograph is the study of a class of stochastic differential systems having unbounded coefficients, both in finite and in infinite dimension. We focus our attention on the regularity properties of the solutions and hence on the smoothing effect of the corresponding transit...

Πίνακας περιεχομένων:

• Kolmogorov equations in Rd with unbounded coefficients
• Asymptotic behaviour of solutions
• Analyticity of the semigroup in a degenerate case
• Smooth dependence on data for the SPDE: the Lipschitz case
• Kolmogorov equations in Hilbert spaces
• Smooth dependence on data for the SPDE: the non-Lipschitz case (I)
• Smooth dependence on data for the SPDE: the non-Lipschitz case (II)
• Ergodicity
• Hamilton- Jacobi-Bellman equations in Hilbert spaces
• Application to stochastic optimal control problems.