scientific article; zbMATH DE number 808278

MaRDI QIDQ4852704zbMATH OpenFDO

Authors Sandra Cerrai

Publication date 26 November 1995

zbMATH Keywords

existence of mild solutions of a general Kolmogorov equationFréchet derivativesmoothing propertiesspace of functions with polynomial growthweakly continuous semigroups of linear operators

Mathematics Subject Classification ID

Initial value problems for linear higher-order PDEs (35G10) Higher-order parabolic equations (35K25) Markov semigroups and applications to diffusion processes (47D07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Recommendations

• Strong solutions of Cauchy problems associated to weakly continuous semigroups
• Strongly continuous semigroups on some Fréchet spaces
• Weakly integrable semigroups on locally convex spaces
• A Hille-Yosida theorem for weakly continuous semigroups
• Generators of semigroups and weak solutions of first-order differential operator equations

Cited in

(23)

• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces
• Invariant measures for stochastic evolution equations of pure jump type
• Strongly continuous semigroups satisfying polynomial equations
• Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
• On generators of transition semigroups associated to semilinear stochastic partial differential equations
• On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs
• On stochastic ergodic control in infinite dimensions
• Some Results about Dissipativity of Kolmogorov Operators
• scientific article; zbMATH DE number 5119949 (Why is no real title available?)
• Gauss-Markov processes on Hilbert spaces
• Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise
• scientific article; zbMATH DE number 1512811 (Why is no real title available?)
• Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
• Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks
• Diffusion semigroups in spaces of continuous functions with mixed topology
• \(L^2\)-theory for transition semigroups associated to dissipative systems
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
• On mean field games in infinite dimension
• Lifting partial smoothing to solve HJB equations and stochastic control problems
• On a class of exponential changes of measure for stochastic PDEs
• Lifting and partial smoothing for stationary HJB equations and related control problems in infinite dimensions
• Mild solutions of semilinear elliptic equations in Hilbert spaces
• Optimal regularity results in spaces of Hölder continuous functions for some infinite dimensional Ornstein - Uhlenbeck semigroup

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4852704)