Dirichlet's problem in Banach space

DOI10.1007/BF01157401MaRDI QIDQ794342zbMATH OpenFDO

Authors Andrei Khrennikov

Publication date 1983

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01157401

zbMATH Keywords

diffusion processes in Banach spaceDirichlet problem

Mathematics Subject Classification ID

Probability theory on algebraic and topological structures (60B99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Review text

The author investigates a Dirichlet problem for the equation \(Lu=tr A(x)u(x)A(x)+u'(x)a(x)=-g(x)\) in a region G of a Banach space X with boundary \(\Gamma\). Using a known probability representation of the solution of the problem \(Lu=-g\), \(u|_{\Gamma}=\psi\) he extends some results by \textit{N. N. Frolov} [Teor. Veroyatn. Mat. Stat. 3, 200-210 (1970; Zbl 0248.60042)] to the case of Banach space basing on the results by the reviewer and \textit{Yu. L. Daletskij}, Tr. Mosk. Math. O.-va. 37, 107-141 (1978; Zbl 0432.60078).

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Cites work

• scientific article; zbMATH DE number 3808605 (Why is no real title available?)
• scientific article; zbMATH DE number 3738160 (Why is no real title available?)
• scientific article; zbMATH DE number 3499968 (Why is no real title available?)
• scientific article; zbMATH DE number 3370631 (Why is no real title available?)
• scientific article; zbMATH DE number 3396557 (Why is no real title available?)
• Potential theory on Hilbert space
• Stochastic integrals in abstract Wiener space

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• Differentiable measures and the Malliavin calculus
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