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

MaRDI QIDQ1293090zbMATH OpenFDO

Authors 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)

zbMATH Keywords

fixed point theoremoptimal controlHamilton-Jacobi equationtransition semigroupBurger's equation

Mathematics Subject Classification ID

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)

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Cited in

(11)

• Invariant measures for the stochastic one-dimensional compressible Navier-Stokes equations
• The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
• Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
• An optimal regularity result for Kolmogorov equations and weak uniqueness for some critical SPDEs
• Dynamic programming for the stochastic Burgers equation
• Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation
• Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations
• Dynamic Programming for the stochastic Navier-Stokes equations
• Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations
• 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

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