Second Order PDE’s in Finite and Infinite Dimension : A Probabilistic Approach
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The work Second Order PDE’s in Finite and Infinite Dimension : A Probabilistic Approach represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
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Second Order PDE’s in Finite and Infinite Dimension : A Probabilistic Approach
Resource Information
The work Second Order PDE’s in Finite and Infinite Dimension : A Probabilistic Approach represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
 Label
 Second Order PDE’s in Finite and Infinite Dimension : A Probabilistic Approach
 Title remainder
 A Probabilistic Approach
 Statement of responsibility
 edited by Sandra Cerrai
 Subject

 Probability Theory and Stochastic Processes
 Mathematics
 Mathematics
 Distribution (Probability theory)
 Distribution (Probability theory)
 Electronic resources
 Mathematics
 Distribution (Probability theory)
 Partial Differential Equations
 Differential equations, partial
 Differential equations, partial
 Differential equations, partial
 Language
 eng
 Summary
 The main objective of this monograph is the study of a class of stochastic differential systems having unbounded coefficients, both in finite and in infinite dimension. We focus our attention on the regularity properties of the solutions and hence on the smoothing effect of the corresponding transition semigroups in the space of bounded and uniformly continuous functions. As an application of these results, we study the associated Kolmogorov equations, the largetime behaviour of the solutions and some stochastic optimal control problems together with the corresponding Hamilton JacobiBellman equations. In the literature there exists a large number of works (mostly in finite dimen sion) dealing with these arguments in the case of bounded Lipschitzcontinuous coefficients and some of them concern the case of coefficients having linear growth. Few papers concern the case of nonLipschitz coefficients, but they are mainly re lated to the study of the existence and the uniqueness of solutions for the stochastic system. Actually, the study of any further properties of those systems, such as their regularizing properties or their ergodicity, seems not to be developed widely enough. With these notes we try to cover this gap
 Image bit depth
 0
 LC call number
 QA370380
 Literary form
 non fiction
 Series statement
 Lecture Notes in Mathematics,
 Series volume
 1762
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