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Second Order PDE’s in Finite and Infinite Dimension
other
Editor(s):
Sandra Cerrai
Publication date
(Online):
March 28 2002
Publisher:
Springer Berlin Heidelberg
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Book
ISBN (Print):
978-3-540-42136-8
Publication date (Print):
2001
Publication date (Online):
March 28 2002
DOI:
10.1007/b80743
SO-VID:
b60332b2-7c1a-4b86-bdee-bad9a704f5c6
License:
http://www.springer.com/tdm
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Book chapters
pp. 1
Introduction
pp. 21
Kolmogorov equations in Rd with unbounded coefficients
pp. 65
Asymptotic behaviour of solutions
pp. 81
Analyticity of the semigroup in a degenerate case
pp. 105
Smooth dependence on data for the SPDE: the Lipschitz case
pp. 143
Kolmogorov equations in Hilbert spaces
pp. 171
Smooth dependence on data for the SPDE: the non-Lipschitz case (I)
pp. 205
Smooth dependence on data for the SPDE: the non-Lipschitz case (II)
pp. 221
Ergodicity
pp. 237
Hamilton- Jacobi-Bellman equations in Hilbert spaces
pp. 281
Application to stochastic optimal control problems
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