Maximum principles for infinite dimensional diffusion equations

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)

Cites Work

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Stochastic Equations in Infinite Dimensions
Ergodicity for Infinite Dimensional Systems
Viscosity solutions of an infinite-dimensional Black-Scholes-Barenblatt equation
Potential theory on Hilbert space
Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
Mathematical methods of game and economic theory
Second order PDE's in finite and infinite dimension
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Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators
Schauder theorems for linear elliptic and parabolic problems with unbounded coefficients in $ℝ^{n}$
Feller semigroups on $\mathbb{R}^N$
Perron's method for Hamilton-Jacobi equations
Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
Gaussian null sets and differentiability of Lipschitz map on Banach spaces
Differentiability of Lipschitzian mappings between Banach spaces
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Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and $B$-continuous solutions
An analytic approach to existence and uniqueness for martingale problems in infinite dimensions
Infinite-dimensional elliptic equations with Hölder-continuous coefficients
Compactness properties of Feller semigroups
On a functional analysis approach to parabolic equations in infinite dimensions
A new proof of Fréchet differentiability of Lipschitz functions

Cited In (2)

Maximal integrability for general elliptic problems with diffusive measures
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