Second Order PDE s in Finite and Infinite Dimension : A Probabilistic Approach
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...
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Collection: | Lecture notes in mathematics
1762 |
| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Second order PDE's in finite and infinite dimension, a probabilistic approach, Sandra Cerrai, 2001, Berlin, Springer, 1 vol. (IX-330 p.), Lecture notes in mathematics, 3-540-42136-X • Second Order PDE's in Finite and Infinite Dimension, Texte imprimé, 9783662200377 |
Table des matières:
- 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.