Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions

DOI10.1016/j.jmaa.2017.02.008zbMath1372.35382arXiv1702.04947OpenAlexW2586494327MaRDI QIDQ517975

Luca Di Persio, Francesco Giuseppe Cordoni

Publication date: 28 March 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.04947

zbMATH Keywords

stochastic optimal controlsemigroup theorystochastic reaction-diffusion equationsdynamic boundary conditionsmultiplicative Gaussian perturbationstime-delayed boundary conditions

Mathematics Subject Classification ID

Abstract parabolic equations (35K90) Reaction-diffusion equations (35K57) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

A maximum principle for a stochastic control problem with multiple random terminal times, Rumor diffusion model with spatio-temporal diffusion and uncertainty of behavior decision in complex social networks, A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps, On the strong Feller property for stochastic delay differential equations with singular drift, A lending scheme for a system of interconnected banks with probabilistic constraints of failure, Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable, Spatial sampled-data control for stochastic reaction-diffusion systems, Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality, Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion, Stochastic reaction-diffusion equations on networks, Mechanics of good trade execution in the framework of linear temporary market impact

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Backward stochastic differential equations approach to hedging, option pricing, and insurance problems
• A BSDE with delayed generator approach to pricing under counterparty risk and collateralization
• Optimal control of stochastic differential equations with dynamical boundary conditions
• Optimal constants in a nonlocal boundary value problem
• Stochastic FitzHugh-Nagumo equations on networks with impulsive noise
• Polynomial chaos expansion approach to interest rate models
• Gaussian estimates on networks with applications to optimal control
• The analogue of Bohm-Bell processes on a graph
• Loss of positivity in a nonlinear scalar heat equation
• Semigroup methods for evolution equations on networks
• Gaussian estimates for a heat equation on a network
• Controlled Markov processes and viscosity solutions
• Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations
• Optimal control of stochastic FitzHugh–Nagumo equation
• Gaussian estimates on networks with dynamic stochastic boundary conditions
• Qualitative properties of coupled parabolic systems of evolution equations
• NONLINEAR NON-LOCAL BOUNDARY-VALUE PROBLEMS AND PERTURBED HAMMERSTEIN INTEGRAL EQUATIONS
• One-Parameter Semigroups for Linear Evolution Equations
• Ergodicity for Infinite Dimensional Systems
• Stochastic Equations in Infinite Dimensions
• Dynamic and generalized Wentzell node conditions for network equations
• Analysis of a FitzHugh–Nagumo–Rall model of a neuronal network
• Quantum noise. A handbook of Markovian and non-Markovian quantum stochastic methods with applications to quantum optics.
• Semigroups and linear partial differential equations with delay