Free Access
Issue
ESAIM: COCV
Volume 13, Number 1, January-March 2007
Page(s) 178 - 205
DOI https://doi.org/10.1051/cocv:2007001
Published online 14 February 2007
  1. P. Albano and P. Cannarsa, Lectures on carleman estimates for elliptic and parabolic operators with applications. Preprint, Università di Roma Tor Vergata. [Google Scholar]
  2. S. Albeverio and Y.A. Rozanov, On stochastic boundary conditions for stochastic evolution equations. Teor. Veroyatnost. i Primenen. 38 (1993) 3–19. [Google Scholar]
  3. E. Alòs and S. Bonaccorsi, Stochastic partial differential equations with Dirichlet white-noise boundary conditions. Ann. Inst. H. Poincaré Probab. Statist. 38 (2002) 125–154. [CrossRef] [MathSciNet] [Google Scholar]
  4. E. Alòs and S. Bonaccorsi, Stability for stochastic partial differential equations with Dirichlet white-noise boundary conditions. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 5 (2002) 465–481. [CrossRef] [MathSciNet] [Google Scholar]
  5. J.P. Aubin and H. Frankowska, Set-valued analysis, Systems & Control: Foundations & Applications 2. Birkhäuser Boston Inc., Boston, MA (1990). [Google Scholar]
  6. A.V. Balakrishnan, Applied functional analysis, Applications of Mathematics 3. Springer-Verlag, New York (1976). [Google Scholar]
  7. A. Chojnowska-Michalik, A semigroup approach to boundary problems for stochastic hyperbolic systems. Preprint (1978). [Google Scholar]
  8. G. Da Prato and J. Zabczyk, Evolution equations with white-noise boundary conditions. Stoch. Stoch. Rep. 42 (1993) 167–182. [Google Scholar]
  9. G. Da Prato and J. Zabczyk, Ergodicity for infinite-dimensional systems. London Math. Soc. Lect. Notes Ser. 229, Cambridge University Press (1996). [Google Scholar]
  10. T.E. Duncan, B. Maslowski and B. Pasik-Duncan, Ergodic boundary/point control of stochastic semilinear systems. SIAM J. Control Optim. 36 (1998) 1020–1047. [CrossRef] [MathSciNet] [Google Scholar]
  11. N. El Karoui, S. Peng and M.C. Quenez, Backward stochastic differential equations in finance. Math. Finance 7 (1997) 1–71. [CrossRef] [MathSciNet] [Google Scholar]
  12. H.O. Fattorini, Boundary control systems. SIAM J. Control 6 (1968) 349–385. [CrossRef] [MathSciNet] [Google Scholar]
  13. W.H. Fleming and H.M. Soner, Controlled Markov processes and viscosity solutions. Appl. Math. 25, Springer-Verlag, New York (1993). [Google Scholar]
  14. 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. [CrossRef] [MathSciNet] [Google Scholar]
  15. M. Fuhrman and G. Tessitore, Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. Ann. Probab. 32 (2004) 607–660. [CrossRef] [MathSciNet] [Google Scholar]
  16. A.V. Fursikov and O.Y. Imanuvilov, Controllability of Evolution Equations. Lect. Notes Ser. 34, Seoul National University Research Institute of Mathematics Global Analysis Research Center, Seoul (1996). [Google Scholar]
  17. F. Gozzi, Regularity of solutions of second order Hamilton-Jacobi equations and application to a control problem. Comm. Part. Diff. Eq. 20 (1995) 775–826. [Google Scholar]
  18. F. Gozzi, Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities. J. Math. Anal. Appl. 198 (1996) 399–443. [CrossRef] [MathSciNet] [Google Scholar]
  19. F. Gozzi, E. Rouy and A. Święch, Second order Hamilton-Jacobi equations in Hilbert spaces and stochastic boundary control. SIAM J. Control Optim. 38 (2000) 400–430. [CrossRef] [MathSciNet] [Google Scholar]
  20. A. Grorud and E. Pardoux, Intégrales Hilbertiennes anticipantes par rapport à un processus de Wiener cylindrique et calcul stochastique associé. Appl. Math. Optim. 25 (1992) 31–49. [CrossRef] [MathSciNet] [Google Scholar]
  21. A. Ichikawa, Stability of parabolic equations with boundary and pointwise noise, in Stochastic differential systems (Marseille-Luminy, 1984). Lect. Notes Control Inform. Sci. 69 (1985) 55–66. [CrossRef] [Google Scholar]
  22. I. Lasiecka and R. Triggiani, Differential and algebraic Riccati equations with application to boundary/point control problems: continuous theory and approximation theory. Lect. Notes Control Inform. Sci. 164, Springer-Verlag, Berlin (1991). [Google Scholar]
  23. B. Maslowski, Stability of semilinear equations with boundary and pointwise noise. Ann. Scuola Norm. Sup. Pisa Cl. Sci. 22 (1995) 55–93. [MathSciNet] [Google Scholar]
  24. D. Nualart, The Malliavin Calculus and Related Topics, Probability and its Applications, Springer (1995). [Google Scholar]
  25. D. Nualart and E. Pardoux, Stochastic calculus with anticipative integrands. Probab. Th. Rel. Fields 78 (1988) 535–581. [Google Scholar]
  26. E. Pardoux and S. Peng, Adapted solution of a backward stochastic differential equation. Syst. Control Lett. 14 (1990) 55–61. [Google Scholar]
  27. E. Pardoux and S. Peng, Backward stochastic differential equations and quasilinear parabolic partial differential equations, in Stochastic partial differential equations and their applications, B.L. Rozowskii and R.B. Sowers Eds., Springer, Lect. Notes Control Inf. Sci. 176 (1992) 200–217. [Google Scholar]
  28. Y.A. Rozanov and Yu. A., General boundary value problems for stochastic partial differential equations. Trudy Mat. Inst. Steklov. 200 (1991) 289–298. [Google Scholar]
  29. R.B. Sowers, Multidimensional reaction-diffusion equations with white noise boundary perturbations. Ann. Probab. 22 (1994) (2071–2121). [Google Scholar]
  30. A. Święch, “Unbounded” second order partial differential equations in infinite-dimensional Hilbert spaces. Comm. Part. Diff. Eq. 19 (1994) 11–12, 1999–2036. [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.