11 citations · 45 across the 15 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
math.PR2022
Correction to "An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs"
Enrico Priola
We show uniqueness in law for the critical SPDE \begin{eqnarray} \label{qq1} dX_t = AX_t dt + (-A)^{1/2}F(X(t))dt + dW_t,\;\; X_0 =x \in H, \end{eqnarray} where $ : \text{dom}(…
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…