M. Röckner

activity

19982026

most citedStrong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift

84 citations · 987 across the 100 of their papers we have counts for

collaborators

Showing 2005 · math.PRShow all

4 papers · 2 filters

math.PR2005

N/V-limit for Stochastic Dynamics in Continuous Particle Systems

Martin Grothaus, Yuri G. Kondratiev, Michael Röckner

We provide an $N / V$ -limit for the infinite particle, infinite volume stochastic dynamics associated with Gibbs states in continuous particle systems on $R^{d}$ , $d \geq 1$ . St…

math.PR2005

Global Regularity and Bounds for Solutions of Parabolic Equations for Probability Measures

Vladimir I. Bogachev, Michael Röckner, Stanislav V. Shaposhnikov

Given a second order parabolic operator $Lu (t, x) := \frac{\partial u ( t , x )}{\partial t} + a^{ij} (t, x) \partial_{x_{i}} \partial_{x_{j}} u (t, x) + b^{i} (t, x) \partial_{x_{i}} u (t, x),$ we consid…

math.PR2005

Functional Inequalities for Particle Systems on Polish Spaces

Michael Röckner, Feng-Yu Wang

Various Poincare-Sobolev type inequalities are studied for a reaction-diffusion model of particle systems on Polish spaces. The systems we consider consist of finite particles whic…

math.PR2005★ 41 cited

Kolmogorov equations in infinite dimensions: Well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations

Michael Röckner, Zeev Sobol

We develop a new method to uniquely solve a large class of heat equations, so-called Kolmogorov equations in infinitely many variables. The equations are analyzed in spaces of sequ…