Uniqueness for integro-PDE in Hilbert spaces
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Publication:1935429
DOI10.1007/s11118-011-9271-8zbMath1257.49026OpenAlexW2025170217MaRDI QIDQ1935429
Andrzej Świȩch, Zabczyk, Jerzy
Publication date: 15 February 2013
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11118-011-9271-8
Hamilton-Jacobi-Bellman equationHilbert spaceLévy processviscosity solutionsintegro-PDEstochastic PDE
Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Integro-partial differential equations (35R09)
Related Items (4)
Integro-PDE in Hilbert spaces: existence of viscosity solutions ⋮ Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane ⋮ BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions ⋮ Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
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