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The precise domain of the generator $A$ of an Itō diffusion on a Hilbert space $H$ (assume $H=\mathbb R^d$, if that's easier for you to work with) can usually not be determined explicitly$^1$. Usually,...

Let's consider a function $\Psi\in \mathcal{C}_B(\mathcal{C}[t,T])$ continuous and bounded \begin{align*} \Psi \colon \mathcal{C}[t,T] \longrightarrow [0,+\infty) \end{align*} Then my question is:...

I am interested in the following mean-field model introduced in the reference below: There are $N$ particles. At each instant of time, a particle's state is a particular value taken from the finite ...