63 citations · 244 across the 55 of their papers we have counts for
Showing 2009 · math.PRShow all
2 papers · 2 filters
math.PR2009★ 23 cited
Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space
Viorel Barbu, Giuseppe Da Prato, Luciano Tubaro
We consider the stochastic reflection problem associated with a self-adjoint operator and a cylindrical Wiener process on a convex set with nonempty interior and regular bo…
math.PR2009★ 24 cited
Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case
Viorel Barbu, Michael Roeckner, Francesco Russo
We consider a possibly degenerate porous media type equation over all of with , with monotone discontinuous coefficients with linear growth and prove a probabilistic…