We study a new class of Markov type semigroups (not strongly continuous in general) in the space of all real, uniformly continuous and bounded functions on a separable metric space E. Our results allow us to characterize the generators of Markov transition semigroups in infinite dimensions such as the heat and the Ornstein-Uhlenbeck semigroups.

We consider elliptic nonlinear equations in a separable Hilbert space and their solutions in spaces of Sobolev type.

We are dealing with Dirichlet, Neumann and Newton type initial-boundary value problems for a general second order nonlinear evolution equation. Using the Fredholm operator theory we establish some sufficient conditions for Fréchet differentiability of associated operators to the given problems. With help of these results the generic properties, existence and continuous dependency of solutions for initial-boundary value problems are studied.

We consider the Cauchy problem for an infinite-dimensional Ornstein-Uhlenbeck equation perturbed by gradient of a potential. We prove some results on existence and uniqueness of mild solutions of the problem. We also provide stochastic representation of mild solutions in terms of linear backward stochastic differential equations determined by the Ornstein-Uhlenbeck operator and the potential.

Let E be a Banach space. We consider a Cauchy problem of the type ⎧ $D_t^{k}u+{\sum }_{j=0}^{k-1}{\sum }_{\left|\alpha \right|\le m}{A}_{j,\alpha }\left(D_t^j{D}_x^{\alpha }u\right)=f$ in ${ℝ}^{n+1}$, ⎨ ⎩ $D_t^{j}u(0,x)={\phi }_j\left(x\right)$ in ${ℝ}^n$, j=0,...,k-1, where each $A_{j,\alpha }$ is a given continuous linear operator from E into itself. We prove that if the operators $A_{j,\alpha }$ are nilpotent and pairwise commuting, then the problem is well-posed in the space of all functions $u\in C^{\infty }({ℝ}^{n+1},E)$ whose derivatives are equi-bounded on each bounded subset of ${ℝ}^{n+1}$.

We prove that Perron's method and the method of half-relaxed limits of Barles-Perthame works for the so called B-continuous viscosity solutions of a large class of fully nonlinear unbounded partial differential equations in Hilbert spaces. Perron's method extends the existence of B-continuous viscosity solutions to many new equations that are not of Bellman type. The method of half-relaxed limits allows limiting operations with viscosity solutions without any a priori estimates. Possible applications...

We show the uniqueness and the existence of viscosity solutions of Hamilton-Jacobi equations on a smooth Banach space. The tool used is the variational principle of Deville, Godefroy and Zizler. The existence is given by Perron’s method. So we give a comparison assertion for semicontinuous solutions.

Let H be a separable real Hilbert space and let E be a separable real Banach space. We develop a general theory of stochastic convolution of ℒ(H,E)-valued functions with respect to a cylindrical Wiener process ${W_t^H}_{t\in [0,T]}$ with Cameron-Martin space H. This theory is applied to obtain necessary and sufficient conditions for the existence of a weak solution of the stochastic abstract Cauchy problem (ACP) $d{X}_t=A{X}_{t}dt+Bd{W}_t^H$ (t∈ [0,T]), $X_0=0$ almost surely, where A is the generator of a $C_0$-semigroup ${S\left(t\right)}_{t\ge 0}$ of bounded linear operators on...

Let H be a separable real Hilbert space and let E be a real Banach space. In this paper we construct a stochastic integral for certain operator-valued functions Φ: (0,T) → ℒ(H,E) with respect to a cylindrical Wiener process ${W_H\left(t\right)}_{t\in [0,T]}$. The construction of the integral is given by a series expansion in terms of the stochastic integrals for certain E-valued functions. As a substitute for the Itô isometry we show that the square expectation of the integral equals the radonifying norm of an operator which is...

The vanishing viscosity method is adapted to the infinite dimensional case, by showing that the value function of a deterministic optimal control problem can be approximated by the solutions of suitable parabolic equations in Hilbert spaces.