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scientific article; zbMATH DE number 1174336
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    scientific article; zbMATH DE number 1174336

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      14 July 1998
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      Kolmogorov equations
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      non smooth coefficients
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      The paper deals with existence and uniqueness of solutions of parabolic and elliptic problems associated to the operator \[ A_0 (x) = {\textstyle{1 \over 2}} \text{Tr} [QD^2]+\langle Ax + F(x),D\rangle_H, \quad x \in D(A), \] where \(Q=Q^*\) is a nonnegative and nondegenerate bounded linear operator on Hilbert space \(H, D\) denotes the gradient and the nonlinearity \(F\) is unbounded and not Fréchet differentiable. The author gives probabilistic representations of the solutions and uses auxiliary results for related stochastic PDE. For related work see \textit{G. Da Prato} and \textit{J. Zabczyk} [``Stochastic equations in infinite dimensions'' (1992; Zbl 0761.60052)].
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