Maximum Principles for Infinite Dimensional Diffusion Equations |
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| Authors: | Roberto Stasi |
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| Institution: | (1) Scuola Normale Superiore, Piazza dei Cavalieri, 7, 56126 Pisa, Italy |
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| Abstract: | In this paper we prove the validity of the Maximum Principle for some class of elliptic and parabolic equations of diffusion
type in infinite dimension. The main tools are Asplund’s theorem and Preiss’ theorem on differentiability of Lipschitz functions
in Banach space.
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| Keywords: | uniqueness Maximum Principle Kolmogorov equations infinite dimensions |
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