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20052026
most citedKolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space

23 citations · 29 across the 21 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

math.PR2017

Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise

Viorel Barbu, Michael Röckner

Existence and uniqueness of a strong solution in is proved for the stochastic nonlinear Fokker-Planck equation $$dX-{\rm div}(DX)dt-Δβ(X)dt=X\,dW \mbox{ in }(…

math.PR2017

Mild solutions to the dynamic programming equation for stochastic optimal control problems

Viorel Barbu, Chiara Benazzoli, Luca Di Persio

We show via the nonlinear semigroup theory in that the -D dynamic programming equation associated with a stochastic optimal control problem with multiplicative…