Titlebook: Second Order PDE‘s in Finite and Infinite Dimension; A Probabilistic Appr Sandra Cerrai Book 2001 Springer-Verlag Berlin Heidelberg 2001 Ko

灾祸

Kolmogorov equations in Hilbert spaces,e diffusion operator corresponding to the system (4.0.1). In this chapter we want to study existence, uniqueness and optimal regularity in Holder spaces for the solutions of the parabolic and the elliptic problems associated with the operator ..

SPASM

制定

Heretical

https://doi.org/10.1007/b80743Kolmogorov equations; Parameter; diffusion process; ergodicity; partial differential equation; partial di

极小

0075-8434 unded 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 resul

Sigmoidoscopy

主动脉

Introduction,e . = (. . .,... ,. .(.)) is a standard .-dimensional Brownian motion, the vector field . : ℝ. → ℝ. and the matrix valued function σ : ℝ. → ℒ(ℝ.) are smooth and have polynomial growth together with their derivatives and b enjoys some dissipativity conditions.

Decrepit

Kolmogorov equations in , with unbounded coefficients,. . and the matrix .(.) = [. .(.)] is symmetric, strictly positive and of class . ., so that it can be written as . = ½σ.σ. ., .∈ℝ., for some function σ : ℝ. → ℒ(ℝ.) of class . . (in fact, we can take σ = √a). Both b and a are assumed to have polynomial growth and 6 enjoys some dissipativity conditi

Cupidity

史前