Kolmogorov equations for stochastic PDE's with multiplicative noise

zbMATH Open1138.60045MaRDI QIDQ5436601FDOQ5436601

Guiseppe Da Prato

Publication date: 17 January 2008

zbMATH Keywords

Stochastic PDEKolmogorov equation, Poincaré inequality

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

Cited In (14)

• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
• Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
• Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
• Title not available (Why is that?)
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
• Kolmogorov equations for stochastic PDEs.
• Kinks in a Stochastic PDE
• Kolmogorov equation associated to a stochastic Kuramoto-Sivashinsky equation
• Moment estimates for invariant measures of stochastic Burgers equations
• A local-time correspondence for stochastic partial differential equations
• Kolmogorov equation associated to a stochastic Navier-Stokes equation
• Title not available (Why is that?)
• Title not available (Why is that?)

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