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

DOI10.1016/S0304-4149(99)00014-9zbMath0996.60072OpenAlexW1994682102MaRDI QIDQ1613624

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

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)

Related Items

A class of Lévy driven SDEs and their explicit invariant measures ⋮ HJB equations in infinite dimensions under weak regularizing properties ⋮ Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain ⋮ Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach ⋮ Unnamed Item ⋮ Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise ⋮ Mild solutions of semilinear elliptic equations in Hilbert spaces ⋮ Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Some boundedness properties of certain stationary diffusion semigroups
• The Malliavin calculus, a functional analytic approach
• Smoothing properties of transition semigroups relative to SDEs with values in Banach spaces
• Formulae for the derivatives of heat semigroups
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Potential theory on Hilbert space
• [https://portal.mardi4nfdi.de/wiki/Publication:3889862 Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions]
• Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
• Strong feller property for stochastic semilinear equations
• Ergodicity for Infinite Dimensional Systems
• Analytic semigroups and optimal regularity in parabolic problems
• Stochastic Equations in Infinite Dimensions