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Communications in Partial Differential Equations Volume 21, 1996 - Issue 1-2
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Original Articles

Elliptic and parabolic equations in with coefficients having polynomial growth

Sandra Cerrai Scuola Normale Superiore, Piazza dei Cavalieri 7, Pisa, 56126, ItalyView further author information
Pages 281-317 | Received 01 May 1995, Published online: 05 Aug 2008

Citations (11)

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N. V. Krylov & E. Priola. (2009) Elliptic and Parabolic Second-Order PDEs with Growing Coefficients. Communications in Partial Differential Equations 35:1, pages 1-22.
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Articles from other publishers (10)

Peng Chen, Qi-Man Shao & Lihu Xu. (2023) A probability approximation framework: Markov process approach. The Annals of Applied Probability 33:2.
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N. U. Ahmed & Shian WangN. U. Ahmed & Shian Wang. 2023. Measure-Valued Solutions for Nonlinear Evolution Equations on Banach Spaces and Their Optimal Control. Measure-Valued Solutions for Nonlinear Evolution Equations on Banach Spaces and Their Optimal Control 75 102 .
Peng Chen, Jianya Lu & Lihu Xu. (2022) Approximation to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations. Applied Mathematics & Optimization 85:2.
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Holger Kraft, Thomas Seiferling & Frank Thomas Seifried. (2016) Optimal consumption and investment with Epstein–Zin recursive utility. Finance and Stochastics 21:1, pages 187-226.
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A. Porretta & E. Priola. (2013) Global Lipschitz regularizing effects for linear and nonlinear parabolic equations. Journal de Mathématiques Pures et Appliquées 100:5, pages 633-686.
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Nils Berglund & Barbara Gentz. (2013) Sharp estimates for metastable lifetimes in parabolic SPDEs: Kramers' law and beyond. Electronic Journal of Probability 18:none.
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Gerardo Rubio. (2011) The Cauchy-Dirichlet Problem for a Class of Linear Parabolic Differential Equations with Unbounded Coefficients in an Unbounded Domain. International Journal of Stochastic Analysis 2011, pages 1-35.
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Giuseppe Da Prato & Beniamin Goldys. (2001) Elliptic Operators on Rd with Unbounded Coefficients. Journal of Differential Equations 172:2, pages 333-358.
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Sandra Cerrai. (2001) Stationary Hamilton--Jacobi Equations in Hilbert Spaces and Applications to a Stochastic Optimal Control Problem. SIAM Journal on Control and Optimization 40:3, pages 824-852.
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Holger Kraft, Thomas Seiferling & Frank Thomas Seifried. (2014) Asset Pricing and Consumption-Portfolio Choice with Recursive Utility and Unspanned Risk. SSRN Electronic Journal.
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