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 …

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 …

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 …

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) …

Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial
differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations …

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 …

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 …

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 …

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 …

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 …