Dirichlet problem for parabolic equations on Hilbert spaces

被引:9
作者
Talarczyk, A [1 ]
机构
[1] Univ Warsaw, Fac Math Comp Sci & Mech, PL-02097 Warsaw, Poland
关键词
D O I
10.4064/sm-141-2-109-142
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study a linear second order parabolic equation in an open subset of a separable Hilbert space, with the Dirichlet boundary condition. We prove that a probabilistic formula, analogous to one obtained in the finite-dimensional case, gives a solution to this equation. We also give a uniqueness result.
引用
收藏
页码:109 / 142
页数:34
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