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math.PR2019
Optimal control of nonlinear stochastic differential equations on Hilbert spaces
Viorel Barbu, Michael Röckner, Deng Zhang
We here consider optimal control problems governed by nonlinear stochastic equations on a Hilbert space H with nonconvex payoff, which is rewritten as a deterministic optimal contr…
math.PR2019★ 1 cited
The evolution to equilibrium of solutions to nonlinear Fokker-Planck equation
Viorel Barbu, Michael Röckner
One proves the -theorem for mild solutions to a nondegenerate, nonlinear Fokker-Planck equation an…
math.PR2019
On the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to Fokker-Planck-Kolmogorov equations
Vladimir I. Bogachev, Michael Röckner, Stanislav V. Shaposhnikov
We prove a generalization of the known result of Trevisan on the Ambrosio-Figalli-Trevisan superposition principle for probability solutions to the Cauchy problem for the Fokker-Pl…