Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation

Publication date: 7 March 2000

Published in: Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni (Search for Journal in Brave)

zbMATH Keywords

optimal control Hamilton-Jacobi equation fixed point theorem transition semigroup Burger's equation

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Dynamical systems in control (37N35) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Hamilton-Jacobi equations in mechanics (70H20) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

Related Items (11)

Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations ⋮ The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions ⋮ Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach ⋮ Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation ⋮ Dynamic Programming for the stochastic Navier-Stokes equations ⋮ Mild solutions of semilinear elliptic equations in Hilbert spaces ⋮ An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs ⋮ Invariant measures for the stochastic one-dimensional compressible Navier-Stokes equations ⋮ Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations ⋮ Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control ⋮ Dynamic programming for the stochastic Burgers equation

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