Short-time asymptotic expansions of semilinear evolution equations

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dc.identifier.uri http://dx.doi.org/10.15488/2351
dc.identifier.uri http://www.repo.uni-hannover.de/handle/123456789/2377
dc.contributor.author Fahrenwaldt, M.A.
dc.date.accessioned 2017-11-17T12:10:52Z
dc.date.available 2017-11-17T12:10:52Z
dc.date.issued 2016
dc.identifier.citation Fahrenwaldt, M.A.: Short-time asymptotic expansions of semilinear evolution equations. In: Proceedings of the Royal Society of Edinburgh Section A: Mathematics 146 (2016), Nr. 1, S. 141-167. DOI: https://doi.org/10.1017/S0308210515000372
dc.description.abstract We develop an algebraic approach to constructing short-time asymptotic expansions of solutions of a class of abstract semilinear evolution equations. The expansions are typically valid for both the solution of the equation and its gradient. We apply a perturbation approach based on the symbolic calculus of pseudo-differential operators and heat kernel methods. The construction is explicit and can be done to arbitrary order. All results are rigorously formulated in terms of Banach algebras. As an application we obtain a novel approach to finding approximate solutions of Markovian backward stochastic differential equations. © 2016 Royal Society of Edinburgh. eng
dc.language.iso eng
dc.publisher Cambridge : Cambridge University Press
dc.relation.ispartofseries Proceedings of the Royal Society of Edinburgh Section A: Mathematics 146 (2016), Nr. 1
dc.rights Es gilt deutsches Urheberrecht. Das Dokument darf zum eigenen Gebrauch kostenfrei genutzt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. Dieser Beitrag ist aufgrund einer (DFG-geförderten) Allianz- bzw. Nationallizenz frei zugänglich.
dc.subject asymptotic analysis eng
dc.subject backward stochastic differential equations eng
dc.subject Banach algebras eng
dc.subject semilinear equations eng
dc.subject.ddc 510 | Mathematik ger
dc.title Short-time asymptotic expansions of semilinear evolution equations
dc.type article
dc.type Text
dc.relation.issn 0308-2105
dc.relation.doi https://doi.org/10.1017/S0308210515000372
dc.bibliographicCitation.issue 1
dc.bibliographicCitation.volume 146
dc.bibliographicCitation.firstPage 141
dc.bibliographicCitation.lastPage 167
dc.description.version publishedVersion
tib.accessRights frei zug�nglich


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