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20032023
most citedKolmogorov equations in infinite dimensions: Well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations

41 citations · 70 across the 13 of their papers we have counts for

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math.PR2005★ 41 cited

Kolmogorov equations in infinite dimensions: Well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations

Michael Röckner, Zeev Sobol

We develop a new method to uniquely solve a large class of heat equations, so-called Kolmogorov equations in infinitely many variables. The equations are analyzed in spaces of sequ…

math.PR2005

Gradient Bounds for Solutions of Elliptic and Parabolic Equations

Vladimir I. Bogachev, Giuseppe Da Prato, Michael Röckner +1

Let be a second order elliptic operator on with a constant diffusion matrix and a dissipative (in a weak sense) drift with some . We assume that $L…