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

evolution equations on networksGaussian estimatesinfinite dimensional settingnonlocal boundary conditionssemigroup theorystochastic differential equationsstochastic dynamic conditionsstochastic optimal control

Mathematics Subject Classification ID

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

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Cited in

(13)

• Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable
• Gaussian estimates on networks with applications to optimal control
• Shifted extended global Lanczos processes for trace estimation with application to network analysis
• Stochastic reaction-diffusion equations on networks
• A maximum principle for a stochastic control problem with multiple random terminal times
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