Differentiability of the Feynman-Kac semigroup and a control application

From MaRDI portal
Publication:1390735

zbMath0910.93025MaRDI QIDQ1390735

Giuseppe Da Prato, Zabczyk, Jerzy

Publication date: 20 April 1999

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)

Full work available at URL: https://eudml.org/doc/244107




Related Items (22)

The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functionsMoment estimates for invariant measures of stochastic Burgers equationsSecond order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approachErgodicity Results for the Stochastic Navier–Stokes Equations: An IntroductionOvercoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearitiesFirst order Feynman-Kac formula\(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noiseGradient estimates and maximal dissipativity for the Kolmogorov operator in \(\Phi^4_2\)HJB equations and stochastic control on half-spaces of Hilbert spacesKolmogorov equation associated to a stochastic Kuramoto-Sivashinsky equationEstimation of the Hurst and diffusion parameters in fractional stochastic heat equationGradient estimates for SDEs without monotonicity type conditionsAsymptotic behaviour of stochastic quasi dissipative systemsDynamic Programming for the stochastic Navier-Stokes equationsAn integral inequality for the invariant measure of some finite dimensional stochastic differential equationDerivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant \(\alpha\)-stable processControllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noiseMultilevel Picard iterations for solving smooth semilinear parabolic heat equationsOn multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equationsA class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.On the existence of stochastic optimal control of distributed state system\(m\)-dissipativity for Kolmogorov operator of a fractional Burgers equation with space-time white noise




This page was built for publication: Differentiability of the Feynman-Kac semigroup and a control application