Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
zbMATH Open0931.37036MaRDI QIDQ1293090FDOQ1293090
Guiseppe Da Prato, A. 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)
Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) KdV equations (Korteweg-de Vries equations) (35Q53) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Dynamical systems in control (37N35) Hamilton-Jacobi equations in mechanics (70H20)
Cited In (11)
- Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation
- Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
- Mild solutions of semilinear elliptic equations in Hilbert spaces
- Dynamic programming for the stochastic Burgers equation
- The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
- 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
- Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi 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 Navier-Stokes equations
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