Dirichlet problem for parabolic equations on Hilbert spaces
Studia Mathematica, Tome 141 (2000) no. 2, pp. 109-142

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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.
DOI : 10.4064/sm-141-2-109-142

Anna Talarczyk 1

1
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Anna Talarczyk. Dirichlet problem for parabolic equations on Hilbert spaces. Studia Mathematica, Tome 141 (2000) no. 2, pp. 109-142. doi: 10.4064/sm-141-2-109-142

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