[图书][B] Fokker–Planck–Kolmogorov Equations

VI Bogachev, NV Krylov, M Röckner, SV Shaposhnikov - 2022 - books.google.com
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 …

[图书][B] Representations of algebraic groups

JC Jantzen - 2003 - books.google.com
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 …

Nonparametric estimation for interacting particle systems: McKean–Vlasov models

L Della Maestra, M Hoffmann - Probability Theory and Related Fields, 2022 - Springer
We consider a system of N interacting particles, governed by transport and diffusion, that
converges in a mean-field limit to the solution of a McKean–Vlasov equation. From the …

[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 …

[HTML][HTML] Lp-estimates for parabolic systems with unbounded coefficients coupled at zero and first order

L Angiuli, L Lorenzi, D Pallara - Journal of Mathematical Analysis and …, 2016 - Elsevier
We consider a class of nonautonomous parabolic first-order coupled systems in the
Lebesgue space L p (R d; R m)(d, m≥ 1) with p∈[1,+∞). Sufficient conditions for the …

On a class of weakly coupled systems of elliptic operators with unbounded coefficients

S Delmonte, L Lorenzi - Milan Journal of Mathematics, 2011 - Springer
We consider a class of weakly coupled systems of elliptic operators A with unbounded
coefficients defined in R^ N. We prove that a semigroup (T (t)) t≥ 0 of bounded linear …

On coupled systems of Kolmogorov equations with applications to stochastic differential games

D Addona, L Angiuli, L Lorenzi… - … Control, Optimisation and …, 2017 - esaim-cocv.org
We prove that a family of linear bounded evolution operators (G (t, s)) t≥ s∈ I can be
associated, in the space of vector-valued bounded and continuous functions, to a class of …

On invariant measures associated with weakly coupled systems of Kolmogorov equations

D Addona, L Angiuli, L Lorenzi - 2019 - projecteuclid.org
In this paper, we deal with weakly coupled elliptic systems \mathcalA with unbounded
coefficients. We prove the existence and characterize all the systems of invariant measures …

Generation results for vector-valued elliptic operators with unbounded coefficients in spaces

L Angiuli, L Lorenzi, EM Mangino, A Rhandi - Annali di Matematica Pura …, 2021 - Springer
We consider a class of vector-valued elliptic operators with unbounded coefficients, coupled
up to the first order, in the Lebesgue space L^ p (R^ d; R^ m) L p (R d; R m) with p ∈ (1, ∞) …

On coupled systems of PDEs with unbounded coefficients

L Angiuli, L Lorenzi - arXiv preprint arXiv:1810.04097, 2018 - arxiv.org
We study the Cauchy problem associated to parabolic systems of the form $ D_t\boldsymbol
{u}=\boldsymbol {\mathcal A}(t)\boldsymbol u $ in $ C_b (\mathbb {R}^ d;\mathbb {R}^ m) …