Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control

DOI10.1016/S0304-4149(99)00014-9zbMATH Open0996.60072OpenAlexW1994682102MaRDI QIDQ1613624FDOQ1613624

Authors: Sandra Cerrai 

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

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zbMATH Keywords

Hamilton-Jacobi equationsMarkov semigroupsstochastic reaction-diffusion equationsBismut-Elworthy formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35)

Cites Work

• Stochastic Equations in Infinite Dimensions
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
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• Analytic semigroups and optimal regularity in parabolic problems
• Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
• Ergodicity for Infinite Dimensional Systems
• The Malliavin calculus, a functional analytic approach
• Formulae for the derivatives of heat semigroups
• Potential theory on Hilbert space
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Strong feller property for stochastic semilinear equations
• Some boundedness properties of certain stationary diffusion semigroups
• Smoothing properties of transition semigroups relative to SDEs with values in Banach spaces
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Cited In (12)

• Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach
• Mild solutions of semilinear elliptic equations in Hilbert spaces
• Null controllability and strong feller property of markov transition semigroups
• HJB equations in infinite dimensions under weak regularizing properties
• Smoothing properties of nonlinear transition semigroups: case of Lipschitz nonlinearities
• Title not available (Why is that?)
• Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity
• Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise
• A class of Lévy driven SDEs and their explicit invariant measures
• Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
• Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain
• Differentiability of semigroups of stochastic differential equations with H\"older-continuous diffusion coefficients

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