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20012011
most citedLower estimates of transition densities and bounds on exponential ergodicity for stochastic PDE's

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math.PR2008

An LQ problem for the heat equation on the halfline with Dirichlet boundary control and noise

G. Fabbri, B. Goldys

We study a linear quadratic problem for a system governed by the heat equation on a halfline with Dirichlet boundary control and Dirichlet boundary noise. We show that this problem…