scientific article
From MaRDI portal
Publication:3378577
zbMath1084.47517MaRDI QIDQ3378577
Publication date: 4 April 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Abstract parabolic equations (35K90) Markov semigroups and applications to diffusion processes (47D07) Ill-posed problems for PDEs (35R25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)
Related Items (8)
Generalized solutions of HJB equations applied to stochastic control on Hilbert space ⋮ On the Cauchy problem for non-local Ornstein-Uhlenbeck operators ⋮ The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain ⋮ Unnamed Item ⋮ Smooth solutions to portfolio liquidation problems under price-sensitive market impact ⋮ Estimates of the derivatives for parabolic operators with unbounded coefficients ⋮ Invariant measures for stochastic evolution equations of pure jump type ⋮ Cores for parabolic operators with unbounded coefficients
This page was built for publication: