Maximum principles for infinite dimensional diffusion equations
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Maximum principles in context of PDEs (35B50) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Measures and integration on abstract linear spaces (46G12) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20)
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Cites work
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- A new proof of Fréchet differentiability of Lipschitz functions
- An analytic approach to existence and uniqueness for martingale problems in infinite dimensions
- Compactness properties of Feller semigroups
- Differentiability of Lipschitzian mappings between Banach spaces
- Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
- Ergodicity for Infinite Dimensional Systems
- Feller semigroups on \(\mathbb{R}^N\)
- Gaussian null sets and differentiability of Lipschitz map on Banach spaces
- Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
- Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
- Infinite-dimensional elliptic equations with Hölder-continuous coefficients
- Mathematical methods of game and economic theory
- On a functional analysis approach to parabolic equations in infinite dimensions
- On the Ornstein-Uhlenbeck operator in spaces of continuous functions
- Perron's method for Hamilton-Jacobi equations
- Potential theory on Hilbert space
- Schauder theorems for linear elliptic and parabolic problems with unbounded coefficients in $ℝ^{n}$
- Second order PDE's in finite and infinite dimension
- Stochastic Equations in Infinite Dimensions
- Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
- Viscosity solutions of an infinite-dimensional Black-Scholes-Barenblatt equation
- Viscosity solutions of nonlinear second-order partial differential equations in hilbert spaces
Cited in
(6)- Maximal integrability for general elliptic problems with diffusive measures
- scientific article; zbMATH DE number 4059901 (Why is no real title available?)
- A maximum principle for nonregular elliptic differential equations in a Hilbert space of countable dimension
- On one problem of Yu. M. Berezansky
- Maximum principle for the Laplacian with respect to a measure in a domain of the Hilbert space
- scientific article; zbMATH DE number 125714 (Why is no real title available?)
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