Gaussian estimates on networks with dynamic stochastic boundary conditions

DOI10.1142/S0219025717500011MaRDI QIDQ2974261zbMATH OpenOpenAlexFDO

Authors Luca Di Persio, Francesco Cordoni

Publication date 6 April 2017

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219025717500011

zbMATH Keywords

stochastic differential equationsstochastic optimal controlnonlocal boundary conditionssemigroup theoryGaussian estimatesinfinite dimensional settingevolution equations on networksstochastic dynamic conditions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic network models in operations research (90B15) Optimal stochastic control (93E20) PDEs on graphs and networks (ramified or polygonal spaces) (35R02) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Numerical solutions to abstract evolution equations (65J08)

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Cited in

(13)

• Gaussian estimates on networks with applications to optimal control
• Gaussian and diffusion limits for multi-channel stochastic networks
• scientific article; zbMATH DE number 2204742 (Why is no real title available?)
• Shifted extended global Lanczos processes for trace estimation with application to network analysis
• Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion
• Stochastic reaction-diffusion equations on networks
• Gaussian estimates for a heat equation on a network
• A lending scheme for a system of interconnected banks with probabilistic constraints of failure
• A maximum principle for a stochastic control problem with multiple random terminal times
• Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable
• Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions
• On the stochastic Allen-Cahn equation on networks with multiplicative noise
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps

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