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

zbMath0931.37036MaRDI QIDQ1293090

Giuseppe Da Prato, Arnaud Debussche

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 controlHamilton-Jacobi equationfixed point theoremtransition semigroupBurger'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

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