Gaussian estimates on networks with dynamic stochastic boundary conditions

DOI10.1142/S0219025717500011zbMATH Open1366.35205OpenAlexW2593952044MaRDI QIDQ2974261FDOQ2974261

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

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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)

• Title not available (Why is that?)
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
• Gaussian estimates on networks with applications to optimal control
• Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable
• A maximum principle for a stochastic control problem with multiple random terminal times
• Shifted extended global Lanczos processes for trace estimation with application to network analysis
• Gaussian estimates for a heat equation on a network
• A lending scheme for a system of interconnected banks with probabilistic constraints of failure
• Gaussian and diffusion limits for multi-channel stochastic networks
• On the stochastic Allen-Cahn equation on networks with multiplicative noise
• Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion
• Stochastic reaction-diffusion equations on networks
• Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions

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