Gaussian estimates on networks with dynamic stochastic boundary conditions

DOI10.1142/S0219025717500011zbMath1366.35205OpenAlexW2593952044MaRDI QIDQ2974261

Luca Di Persio, Francesco Giuseppe Cordoni

Publication date: 6 April 2017

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025717500011

zbMATH Keywords

stochastic optimal controlstochastic differential equationsnonlocal boundary conditionssemigroup theoryGaussian estimatesinfinite dimensional settingevolution equations on networksstochastic dynamic conditions

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Numerical solutions to abstract evolution equations (65J08) PDEs on graphs and networks (ramified or polygonal spaces) (35R02)

Related Items (7)

A maximum principle for a stochastic control problem with multiple random terminal times ⋮ A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps ⋮ A lending scheme for a system of interconnected banks with probabilistic constraints of failure ⋮ Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable ⋮ Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion ⋮ Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions ⋮ Stochastic reaction-diffusion equations on networks

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