Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
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Publication:1613624
DOI10.1016/S0304-4149(99)00014-9zbMath0996.60072OpenAlexW1994682102MaRDI QIDQ1613624
Publication date: 29 August 2002
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00014-9
Hamilton-Jacobi equationsMarkov semigroupsstochastic reaction-diffusion equationsBismut-Elworthy formula
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35)
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