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FUNCTIONS
Gaussian measures
1.1 Introduction and preliminaries
1.2 Deﬁnition and ﬁrst properties of Gaussian mea-
1.2.1 Measures in metric spaces
1.2.2 Gaussian measures
1.2.3 Computation of some Gaussian integrals
1.2.4 The reproducing kernel
1.3.3 The Feldman-Hajek theorem
1.4 Brownian motion
2.1 Preliminary results
2.2 Approximation of continuous functions
2.3 Interpolation spaces
2.3.1 Interpolation between UCb(H) and UC1
2.3.2 Interpolatory estimates
2.3.3 Additional interpolation results
The heat equation
3.1 Preliminaries
3.2 Strict solutions
3.3 Regularity of generalized solutions
3.3.1 Q-derivatives
3.3.2 Q-derivatives of generalized solutions
3.4 Comments on the Gross Laplacian
3.5 The heat semigroup and its generator
Poisson’s equation
4.1 Existence and uniqueness results
4.2 Regularity of solutions
4.3 The equation ∆Qu=g
4.3.1 The Liouville theorem
5.1 Small perturbations
5.2 Large perturbations
6.1 Existence and uniqueness of strict solutions
6.2 Classical solutions
6.3 The Ornstein-Uhlenbeck semigroup
6.3.1 π-Convergence
6.3.2 Properties of the π-semigroup (Rt)
6.3.3 The inﬁnitesimal generator
6.4 Elliptic equations
6.4.1 Schauder estimates
6.4.2 The Liouville theorem
6.5 Perturbation results for parabolic equations
6.6 Perturbation results for elliptic equations
General parabolic equations
7.1 Implicit function theorems
7.2 Wiener processes and stochastic equations
7.2.1 Inﬁnite dimensional Wiener processes
7.2.2 Stochastic integration
7.3.1 Convolution and evaluation maps
7.3.2 Solutions of stochastic equations
7.4 Space and time regularity of the generalized
7.5 Existence
7.6 Uniqueness
7.6.1 Uniqueness for the heat equation
7.6.2 Uniqueness in the general case
8.1 Introduction
8.2 Regularity of the generalized solution
8.3 Existence theorems
8.4 Uniqueness of the solutions
and Sobolev spaces
9.1 Itˆo-Wiener decomposition
9.1.1 Real Hermite polynomials
9.1.2 Chaos expansions
9.2 Sobolev spaces
9.2.2 Some additional summability results
9.3 The Malliavin derivative
10.1 Extension of (Rt) to Lp
10.1.1 The adjoint of (Rt) in L2
10.2 The inﬁnitesimal generator of (Rt)
10.2.1 Characterization of the domain of L2
10.3 The case when (Rt) is strong Feller
10.3.1 Additional regularity properties of (Rt)
10.3.2 Hypercontractivity of (Rt)
the second quantization operator
10.4.1 The second quantization operator
10.4.2 The adjoint of (Rt)
10.5 Poincar´e and log-Sobolev inequalities
10.5.1 The case when M = 1 and Q=I
10.5.2 A generalization
11.1 Bounded perturbations
11.2 Lipschitz perturbations
11.2.2 The semigroup (Pt) in Lp
11.2.3 The integration by parts formula
11.2.4 Existence of a density
12.1 General results
12.1.1 Assumptions and setting of the problem
12.1.3 Symmetry of the operator N0
12.1.4 The m-dissipativity of N1 on L1
12.2 The m-dissipativity of N2 on L2
12.3 The case when U is convex
12.3.1 Poincar´e and log-Sobolev inequalities
13.1 Assumptions and setting of the problem
13.2 Hamilton-Jacobi equations with a Lipschitz
13.2.1 Stationary Hamilton-Jacobi equations
13.3 Hamilton-Jacobi equation with a quadratic
13.3.1 Stationary equation
13.4 Solution of the control problem
13.4.1 Finite horizon
13.4.2 Inﬁnite horizon
13.4.3 The limit as ε→0
Hamilton-Jacobi inclusions
14.1 Introduction
14.2 Excessive weights and an existence result
14.3 Weak solutions as value functions
A.1 The interpolation theorem
B.1 Deﬁnition of null controllability
B.2 Main results
B.3 Minimal energy
C.1 Continuity modulus
C.2 Semiconcave and semiconvex functions
C.3 The Hamilton-Jacobi semigroups
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Second Order Partial Differential Equations

# Second Order Partial Differential Equations

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Published by: fukunaga_smc on Nov 28, 2010

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