Kolmogorov equations for stochastic PDE's with multiplicative noise

MaRDI QIDQ5436601zbMATHFDO

Authors 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)

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(20)

• scientific article; zbMATH DE number 811843 (Why is no real title available?)
• Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
• Moment estimates for invariant measures of stochastic Burgers equations
• Kinks in a Stochastic PDE
• Fokker-Planck equations and maximal dissipativity for Kolmogorov operators for SPDE driven by Lévy noise
• Invariant measures and the Kolmogorov equation for the stochastic fast diffusion equation
• Kolmogorov equations for stochastic PDEs.
• Regularity properties for solutions of infinite dimensional Kolmogorov equations in Hilbert spaces
• scientific article; zbMATH DE number 1971721 (Why is no real title available?)
• Fokker-Planck equation for Kolmogorov operators associated to stochastic PDE with multiplicative noise
• Kolmogorov equation associated to a stochastic Kuramoto-Sivashinsky equation
• scientific article; zbMATH DE number 5560636 (Why is no real title available?)
• Kolmogorov equation associated to a stochastic Navier-Stokes equation
• Kolmogorov equations and weak order analysis for SPDEs with nonlinear diffusion coefficient
• A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise
• A local-time correspondence for stochastic partial differential equations
• Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
• Kolmogorov equations for measures
• Sobolev regularity for a class of second order elliptic PDE's in infinite dimension
• scientific article; zbMATH DE number 3906920 (Why is no real title available?)

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