The existence and uniqueness of the solution for nonlinear Kolmogorov equations
DOI10.1016/J.JDE.2012.08.026zbMATH Open1251.93146OpenAlexW1975075059MaRDI QIDQ713330FDOQ713330
Authors: Jianjun Zhou, Bin Liu
Publication date: 26 October 2012
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2012.08.026
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Cited In (17)
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- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces
- Kolmogorov equation for solutions of Cauchy problems for a class of linear evolution equations
- Path-dependent Hamilton-Jacobi equations in infinite dimensions
- On existence and uniqueness of a modified carrying simplex for discrete Kolmogorov systems
- A notion of viscosity solutions to second-order Hamilton-Jacobi-Bellman equations with delays
- Uniqueness of the stationary wave for the extended Fisher-Kolmogorov equation
- Singular backward stochastic Volterra integral equations in infinite dimensional spaces
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
- Stochastic maximum principle for SPDEs with delay
- Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces
- On existence and uniqueness properties for solutions of stochastic fixed point equations
- On a question related to Kolmogorov forward equation
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces
- A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation
- Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control
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