[图书][B] Analytical methods for Markov semigroups

L Lorenzi, M Bertoldi - 2006 - taylorfrancis.com
For the first time in book form, Analytical Methods for Markov Semigroups provides a
comprehensive analysis on Markov semigroups both in spaces of bounded and continuous …

Stationary focusing mean-field games

M Cirant - Communications in Partial Differential Equations, 2016 - Taylor & Francis
We consider stationary viscous mean-field games (MFG) systems in the case of local,
decreasing and unbounded coupling. These systems arise in ergodic MFG theory and …

[HTML][HTML] Ergodic mean-field games with aggregation of Choquard-type

C Bernardini, A Cesaroni - Journal of Differential Equations, 2023 - Elsevier
We consider second-order ergodic Mean-Field Games systems in the whole space RN with
coercive potential and aggregating nonlocal coupling, defined in terms of a Riesz interaction …

[图书][B] Analytical methods for Kolmogorov equations

L Lorenzi - 2016 - taylorfrancis.com
The second edition of this book has a new title that more accurately reflects the table of
contents. Over the past few years, many new results have been proven in the field of partial …

On the optimal L q-regularity for viscous Hamilton–Jacobi equations with subquadratic growth in the gradient

A Goffi - Communications in Contemporary Mathematics, 2024 - World Scientific
This paper studies a maximal L q-regularity property for nonlinear elliptic equations of
second order with a zeroth order term and gradient nonlinearities having superlinear and …

On large deviations of coupled diffusions with time scale separation

AA Puhalskii - 2016 - projecteuclid.org
We consider two Itô equations that evolve on different time scales. The equations are fully
coupled in the sense that all of the coefficients may depend on both the “slow” and the “fast” …

A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on

A Arapostathis, A Biswas, VS Borkar, KS Kumar - SIAM Journal on Control …, 2020 - SIAM
We address the variational formulation of the risk-sensitive reward problem for
nondegenerate diffusions on R^d controlled through the drift. We establish a variational …

[PDF][PDF] The Poisson equation and estimates for distances between stationary distributions of diffusions

VI Bogachev, M Röckner… - J. Math. Sci …, 2018 - bibos.math.uni-bielefeld.de
We estimate distances between stationary solutions to Fokker–Planck–Kolmogorov
equations with different diffusion and drift coefficients. To this end we study the Poisson …

Global properties of transition pProbabilities of singular diffusions

G Metafune, D Pallara, A Rhandi - Теория вероятностей и ее …, 2009 - mathnet.ru
Доказываются глобальная регулярность в соболевских пространствах и поточечные
верхние оценки для переходных плотностей, ассоциированных с …

Concentration of ground states in stationary mean-field games systems

A Cesaroni, M Cirant - Analysis & PDE, 2018 - msp.org
We provide the existence of classical solutions to stationary mean-field game systems in the
whole space ℝ N, with coercive potential and aggregating local coupling, under general …