[图书][B] Moral luck: philosophical papers 1973-1980
B Williams - 1981 - books.google.com
A new volume of philosophical essays by Bernard Williams. The book is a successor to
Problems of the Self, but whereas that volume dealt mainly with questions of personal …
Problems of the Self, but whereas that volume dealt mainly with questions of personal …
Stochastic optimal control in infinite dimension
The main objective of this book is to give an overview of the theory of Hamilton–Jacobi–
Bellman (HJB) partial differential equations (PDEs) in infinite-dimensional Hilbert spaces …
Bellman (HJB) partial differential equations (PDEs) in infinite-dimensional Hilbert spaces …
[图书][B] Second order partial differential equations in Hilbert spaces
G Da Prato, J Zabczyk - 2002 - books.google.com
Second order linear parabolic and elliptic equations arise frequently in mathematics and
other disciplines. For example parabolic equations are to be found in statistical mechanics …
other disciplines. For example parabolic equations are to be found in statistical mechanics …
[图书][B] Second order PDE's in finite and infinite dimension: a probabilistic approach
S Cerrai - 2001 - Springer
We are here concerned with the study of the following class of infinite dimensional Hamilton-
Jacobi-Bellman problems 1\left {∂ y ∂ t (t, x)+ L (t, x)+ L (x, D) y (t, x)-K (Dy (t, x))+ g (x) …
Jacobi-Bellman problems 1\left {∂ y ∂ t (t, x)+ L (t, x)+ L (x, D) y (t, x)-K (Dy (t, x))+ g (x) …
[图书][B] Kolmogorov equations for stochastic PDEs
G Da Prato - 2004 - books.google.com
Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial
differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations …
differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations …
[图书][B] Analytical methods for Markov semigroups
L Lorenzi, M Bertoldi - 2006 - taylorfrancis.com
For the first time in book form, Analytical Methods for Markov Semigroups provides a
comprehensive analysis on Markov semigroups both in spaces of bounded and continuous …
comprehensive analysis on Markov semigroups both in spaces of bounded and continuous …
Stochastic persistence
M Benaim - arXiv preprint arXiv:1806.08450, 2018 - arxiv.org
Let $(X_t) _ {t\geq 0} $ be a continuous time Markov process on some metric space $ M, $
leaving invariant a closed subset $ M_0\subset M, $ called the {\em extinction set}. We give …
leaving invariant a closed subset $ M_0\subset M, $ called the {\em extinction set}. We give …
Feller semigroups on R N
G Metafune, D Pallara, M Wacker - Semigroup Forum, 2002 - Springer
We present in a unified way, and in a purely analytic setting, some aspects of the theory of
semigroups generated in the space of bounded continuous functions by second order …
semigroups generated in the space of bounded continuous functions by second order …
[HTML][HTML] Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
We define a class of not necessarily linear C 0-semigroups (P t) t≥ 0 on C b (E)(more
generally, on C κ (E):= 1 κ C b (E), for some bounded function κ, which is the pointwise limit …
generally, on C κ (E):= 1 κ C b (E), for some bounded function κ, which is the pointwise limit …
[图书][B] Analytical methods for Kolmogorov equations
L Lorenzi - 2016 - taylorfrancis.com
The second edition of this book has a new title that more accurately reflects the table of
contents. Over the past few years, many new results have been proven in the field of partial …
contents. Over the past few years, many new results have been proven in the field of partial …