KMS Of Academy of mathematics and systems sciences, CAS
| On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs | |
Flandoli, Franco1; Luo, Dejun2,3 ; Ricci, Cristiano1
| |
| 2021-05-05 | |
| 发表期刊 | POTENTIAL ANALYSIS
 |
| ISSN | 0926-2601 |
| 页码 | 28 |
| 摘要 | The Girsanov transform and Kolmogorov equations are two useful methods for studying SPDEs. It is shown that, under suitable conditions, the series expansion obtained from the Girsanov transform coincides with the one generated by an iteration scheme for Kolmogorov equations. We also apply the iteration approach to extend the well posedness theory for Kolmogorov equations beyond the boundedness condition on the nonlinear term. |
| 关键词 | Girsanov transform Kolmogorov equation Iteration scheme Series expansion Well posedness |
| DOI | 10.1007/s11118-021-09924-1 |
| 收录类别 | SCI |
| 语种 | 英语 |
| 资助项目 | National Key R&D Program of China[2020YFA0712700] ; National Natural Science Foundation of China[11688101] ; National Natural Science Foundation of China[11931004] ; National Natural Science Foundation of China[12090014] ; Youth Innovation Promotion Association, CAS[2017003] |
| WOS研究方向 | Mathematics |
| WOS类目 | Mathematics |
| WOS记录号 | WOS:000647338300001 |
| 出版者 | SPRINGER |
| 引用统计 | |
| 文献类型 | 期刊论文 |
| 条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/58687 |
| 专题 | 应用数学研究所 |
| 通讯作者 | Luo, Dejun |
| 作者单位 | 1.Scuola Normale Super Pisa, Piazza Cavalieri 7, I-56126 Pisa, Italy 2.Chinese Acad Sci, Key Lab RCSDS, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China |
| 推荐引用方式 GB/T 7714 | Flandoli, Franco,Luo, Dejun,Ricci, Cristiano. On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs[J]. POTENTIAL ANALYSIS,2021:28. |
| APA | Flandoli, Franco,Luo, Dejun,&Ricci, Cristiano.(2021).On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs.POTENTIAL ANALYSIS,28. |
| MLA | Flandoli, Franco,et al."On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs".POTENTIAL ANALYSIS (2021):28. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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