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

Mathematics Subject Classification ID

35Q53: KdV equations (Korteweg-de Vries equations)

37N35: Dynamical systems in control

37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior

70H20: Hamilton-Jacobi equations in mechanics

37L55: Infinite-dimensional random dynamical systems; stochastic equations

Related Items

Dynamic Programming for the stochastic Navier-Stokes equations, Large deviation principle for occupation measures of stochastic generalized Burgers-Huxley equation, Mild solutions of semilinear elliptic equations in Hilbert spaces, 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, Dynamic programming for the stochastic Burgers equation, Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations, 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, Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control, Exponential ergodicity for stochastic Burgers and 2D Navier-Stokes equations