This book addresses both probabilists working on diffusion processes and analysts interested in linear parabolic partial differential equations with singular coefficients. The central question discussed is whether a given diffusion operator, i.e., a second order linear differential operator without zeroth order term, which is a priori defined on test functions over some (finite or infinite dimensional) state space only, uniquely determines a strongly continuous semigroup on a corresponding weighted Lp space. Particular emphasis is placed on phenomena causing non-uniqueness, as well as on the relation between different notions of uniqueness appearing in analytic and probabilistic contexts
Barbu V, Röckner M. Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-...
Abstract. In this paper, we provide a direct approach to the existence and uniqueness of strong (in ...
This paper provides a carefull and accessible exposision of the theory of analytic semigroups which ...
Eberle A. Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators. Lec...
AbstractTwo uniqueness results for C0 semigroups on weighted Lp spaces over Rn generated by operator...
Albeverio S, Bogachev V, Röckner M. On uniqueness of invariant measures for finite- and infinite-dim...
The theory of stochastic differential equations (SDE) describes the world using differential equatio...
Uniform gradient estimates are derived for diffusion semigroups, possibly with potential, generated ...
AbstractThe pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is ma...
AbstractUniform gradient estimates are derived for diffusion semigroups, possibly with potential, ge...
Bogachev VI, Röckner M, Stannat W. Uniqueness of solutions of elliptic equations and uniqueness of i...
We consider stochastic evolution equations (SEEs) of parabolic type in Hilbert space with smooth coe...
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential...
AbstractThe usual semigroups of kernels on a Polish space E are in general not strongly continuous o...
Hofmanová M, Zhang T. Quasilinear parabolic stochastic partial differential equations: existence, un...
Barbu V, Röckner M. Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-...
Abstract. In this paper, we provide a direct approach to the existence and uniqueness of strong (in ...
This paper provides a carefull and accessible exposision of the theory of analytic semigroups which ...
Eberle A. Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators. Lec...
AbstractTwo uniqueness results for C0 semigroups on weighted Lp spaces over Rn generated by operator...
Albeverio S, Bogachev V, Röckner M. On uniqueness of invariant measures for finite- and infinite-dim...
The theory of stochastic differential equations (SDE) describes the world using differential equatio...
Uniform gradient estimates are derived for diffusion semigroups, possibly with potential, generated ...
AbstractThe pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is ma...
AbstractUniform gradient estimates are derived for diffusion semigroups, possibly with potential, ge...
Bogachev VI, Röckner M, Stannat W. Uniqueness of solutions of elliptic equations and uniqueness of i...
We consider stochastic evolution equations (SEEs) of parabolic type in Hilbert space with smooth coe...
In this paper, we develop a general methodology to prove weak uniqueness for stochastic differential...
AbstractThe usual semigroups of kernels on a Polish space E are in general not strongly continuous o...
Hofmanová M, Zhang T. Quasilinear parabolic stochastic partial differential equations: existence, un...
Barbu V, Röckner M. Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-...
Abstract. In this paper, we provide a direct approach to the existence and uniqueness of strong (in ...
This paper provides a carefull and accessible exposision of the theory of analytic semigroups which ...