This book gives an exposition of the principal concepts and results related to second order
elliptic and parabolic equations for measures, the main examples of which are Fokker …

Now in its second edition, this book gives a systematic and self-contained presentation of
basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and …

Now back in print by the AMS, this is a significantly revised edition of a book originally
published in 1987 by Academic Press. This book gives the reader an introduction to the …

This article gives a detailed account of recent investigations of weak elliptic and parabolic
equations for measures with unbounded and possibly singular coefficients. The existence …

The main objective of this book is to give an overview of the theory of Hamilton–Jacobi–
Bellman (HJB) partial differential equations (PDEs) in infinite-dimensional Hilbert spaces …

The paper is concerned with the problem of regularization by noise of 3D Navier–Stokes
equations. As opposed to several attempts made with additive noise which remained …

This volume deals with the random perturbation of PDEs which lack well-posedness, mainly
because of their non-uniqueness, in some cases because of blow-up. The aim is to show …

Kolmogorov Equations for Stochastic PDEs gives an introduction to stochastic partial
differential equations, such as reaction-diffusion, Burgers and 2D Navier-Stokes equations …

In the present paper we study fast-slow systems of coupled equations from fluid dynamics,
where the fast component is perturbed by additive noise. We prove that, under a suitable …

In this paper, we propose a numerical method based on Wiener Chaos expansion and apply
it to solve the stochastic Burgers and Navier–Stokes equations driven by Brownian motion …