Singular Perturbation of Kolmogorov Equation in Gauss–Sobolev Space

DOI10.1080/07362990802128792zbMath1144.60041OpenAlexW2058774179MaRDI QIDQ3518309

Pao-Liu Chow

Publication date: 7 August 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802128792

zbMATH Keywords

singular perturbationstochastic partial differential equationKolmogorov equationGauss-Sobolev space

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Unnamed Item
• Semigroups of linear operators and applications to partial differential equations
• Topics in singular perturbations
• Infinite-dimensional Kolmogorov equations in gauss-sobolev spaces

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