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Dirichlet problem for parabolic equations on Hilbert spaces

Anna Talarczyk (2000)

Studia Mathematica

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.

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