On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs
文献类型：期刊论文
| 作者 | Flandoli, Franco3; Luo, Dejun1,2 ; Ricci, Cristiano3
|
| 刊名 | POTENTIAL ANALYSIS
 |
| 出版日期 | 2021-05-05 |
| 页码 | 28 |
| 关键词 | Girsanov transform Kolmogorov equation Iteration scheme Series expansion Well posedness |
| ISSN号 | 0926-2601 |
| DOI | 10.1007/s11118-021-09924-1 |
| 英文摘要 | 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. |
| 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 |
| 语种 | 英语 |
| WOS记录号 | WOS:000647338300001 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/58686]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Luo, Dejun |
| 作者单位 | 1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Key Lab RCSDS, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Scuola Normale Super Pisa, Piazza Cavalieri 7, I-56126 Pisa, Italy |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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