The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. V. Bogachev. Gaussian measures. Mathematical Surveys and Monograph 62, American Mathematical Society, Providence, RI, 1998. Math. Review 2000a:60004
  2. S. Bonaccorsi and M. Fuhrman. Regularity results for infinite dimensional diffusions. A Malliavin calculus approach. Atti Accad. Naz. Lincei Cl. Sci. Fis. Mat. Natur. Rend. Lincei (9) Mat. Appl. 10 (1999), 35-45. Math. Review 2001g:60139
  3. Z. Brzezniak and S. Peszat. Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process. Studia Mathematica 137 (1999), 435-451. Math. Review 2000m:60004
  4. S. Cerrai. Second order PDE's in finite and infinite dimension, A probabilistic approach. Lecture Notes in Mathematics 1762 Springer-Verlag, Berlin, 2001. Math. Review 2002j:35327
  5. M. G. Crandall, M. G. Ishii and P.-L. Lions. User's guide to viscosity solutions of second order partial differential equations. Bul. Amer. Math. Soc. 27 (1992), 1-67. Math. Review 92j:35050
  6. M. G. Crandall and P.-L Lions. Viscosity solutions of Hamilton-Jacobi equations in Banach spaces. Trends in the theory and practice f nonlinear analysis (Arlington, Tex.,1984), 115--119 North-Holland Math. Stud., 110 North-Holland, Amsterdam, (1985). Math. Review number not available. For the entire collection Math. Review 87a:00035
  7. M. G. Crandall and P.-L Lions. Viscosity solutions of Hamilton-Jacobi equations in Banach spaces. C. R. Acad. Sci. Paris Ser. I Math. 300 (1985), 67-70. Math. Review 86a:49054
  8. G. Da Prato and J. Zabczyk. Stochastic equations in infinite dimensions. Encyclopedia of Mathematics and its Applications 44 (1992), Cambridge University Press. Math. Review 95g:60073
  9. G. Da Prato and J. Zabczyk. Ergodicity for infinite-dimensional systems. London Mathematical Society Note Series 229 Cambridge University Press, Cambridge, (1996) Math. Review 97k:60165
  10. G. Da Prato and J. Zabczyk. Second order partial differential equations in Hilbert spaces. London Mathematical Society Note Series 293 Cambridge University Press, Cambridge, (2002). Math. Review 2004e:47058"
  11. M. Fuhrman and G. Tessitore. Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control. Ann. Probab. 30 (2002), 1397-1465. Math. Review 2003d:60131"
  12. D. Gatarek and B. Goldys. On invariant measures for diffusions on Banach spaces. Potential Anal. 7 (1997), 539--553. Math. Review 98k:60102"
  13. I. V. Girsanov. On transforming of a class of stochastic processes by absolutely continuous change of measure, (in Russian). Teor. Verojatnost. i Primenen. 5 (1960), 314--330. Math. Review 0133152"
  14. F. Gozzi. Regularity of solutions of second order Hamilton-Jacobi equations in Hilbert spaces and applications to a control problem. Comm. Partial Differential Equations 20 (1995), 775--826. Math. Review 96e:49006"
  15. F. Gozzi, E. Rouy and A. Swiech. Second order Hamilton-Jacobi equations in Hilbert spaces and stochastic boundary control,} SIAM J. Control Optim. 38 (2000) no. 2, pp. 400-430 J. Theor. Prob. 4 (1991), 101--109. Math. Review 2000m:49033"
  16. F. Gozzi and A. Swiech. Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation. J. Funct. Anal. 172 (2000), 460--510. Math. Review 2001d:49051"
  17. P. L. Lions. Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimension I. The case of bounded stochastic evolutions. Acta Math. 161 (1988), 243--278. Math. Review 90j:35029"
  18. P. L. Lions. Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimension III. Uniqueness of viscosity solutions for general second-order equations. J. Funct. Anal. 86 (1989), 1--18. Math. Review 91b:35011"
  19. A. Lunardi. Analytic semigroups and optimal regularity in parabolic problems. . Progress in Nonlinear Differential Equations and their Applications 16 Birkhauser Verlag, Basel, (1995). Math. Review 96e:47039"
  20. F. Masiero. Semilinear Kolmogorov equations and applications to stochastic optimal control. Appl. Math. Optim. 51 (2005), 201--250. Math. Review 2005j:35104"
  21. F. Masiero. Stochastic optimal control problems and parabolic equations in Banach spaces. preprint, Quad. 632-P Dip. Mat. Politecnico di Milano. Math. Review number not available.
  22. K. R. Parthasarathy. Probability measures on metric spaces. Probability and Mathematical Statistics Academic Press, Inc., New York-London (1967). Math. Review 0226684"
  23. A. Pazy. Semigroups of linear operators and applications to partial differential equations. Lecture Notes in Math. 1017 Springer, Berlin, (1983). Math. Review 86b:47075"
  24. S. Peszat and J. Zabczyk. Strong Feller property and irreducibility for diffusions on Hilbert sapces. Ann. Probab./i> 23 (1995), 157--172. Math. Review 96f:60105"
  25. H. Triebel. Interpolation theory, function spaces, differential operators. , 18. 1978 North-Holland Mathematical Library. 18 North-Holland Publishing Co., Amsterdam-New York, (1978). Math. Review 80i:46032b


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.