2 citations · 2 across the 2 of their papers we have counts for
3 papers
math.OC2022
HJB equations and stochastic control on half-spaces of Hilbert spaces
Alessandro Calvia, Gianluca Cappa, Fausto Gozzi +1
In this paper we study a first extension of the theory of mild solutions for HJB equations in Hilbert spaces to the case when the domain is not the whole space. More precisely, we…
math.FA2021★ 2 cited
Regarding the domain of non-symmetric and, possibly, degenerate Ornstein--Uhlenbeck operators in separable Banach spaces
D. Addona, G. Cappa, S. Ferrari
Let be a separable Banach space and let be a linear, bounded, non-negative and symmetric operator and let be the infinites…
math.AP2016
Maximal Sobolev regularity for solutions of elliptic equations in Banach spaces endowed with a weighted Gaussian measure: the convex subset case
G. Cappa, S. Ferrari
Let be a separable Banach space endowed with a non-degenerate centered Gaussian measure . The associated Cameron--Martin space is denoted by . Consider two sufficiently r…