Second order unbounded parabolic equations in separated form
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Publication:4857820
DOI10.4064/sm-115-3-291-310zbMath0832.49017OpenAlexW1429593426MaRDI QIDQ4857820
Publication date: 11 December 1995
Published in: Studia Mathematica (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/216214
Cauchy problemsviscosity solutionsinfinite-dimensional Hilbert spacesHamilton-Jacobi-Bellman-Isaacs equationssecond order unbounded parabolic equations
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Second-order parabolic equations (35K10)
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Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control ⋮ Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach ⋮ On differential games for infinite-dimensional systems with nonlinear, unbounded operators ⋮ Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance ⋮ Lyapunov functions for infinite-dimensional systems
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