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Mild Solutions in Spaces of Continuous Functions

  • Giorgio Fabbri
  • Fausto GozziEmail author
  • Andrzej Święch
Part of the Probability Theory and Stochastic Modelling book series (PTSM, volume 82)

Abstract

In this chapter we present the theory of regular solutions (i.e. at least \(C^1\) in the space variable in a suitable sense) for a class of HJB equations in Hilbert spaces through a perturbation approach which was first introduced in [147, 340] and then improved and developed in various subsequent papers like [89, 90, 306, 307, 317] and later [105, 107, 301, 309, 310, 431–434].

Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Giorgio Fabbri
    • 1
  • Fausto Gozzi
    • 2
    Email author
  • Andrzej Święch
    • 3
  1. 1.Aix-Marseille School of EconomicsCNRS, Aix-Marseille University, EHESS, Centrale MarseilleMarseilleFrance
  2. 2.Dipartimento di Economia e FinanzaUniversità LUISS - Guido CarliRomeItaly
  3. 3.School of MathematicsGeorgia Institute of TechnologyAtlantaUSA

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