Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control

DOI10.1016/J.JMAA.2022.126682MaRDI QIDQ2084883zbMATH OpenOpenAlexFDO

Authors Gaofeng Zong

Publication date 13 October 2022

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2022.126682

zbMATH Keywords

Hamilton-Jacobi-Bellman equationtransition semigroupfirst variation equationstochastic Burgers-Huxley equation

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Stochastic systems and control (93Exx) Hamilton-Jacobi theories (49Lxx)

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Cites work

• scientific article; zbMATH DE number 65710 (Why is no real title available?)
• scientific article; zbMATH DE number 1181255 (Why is no real title available?)
• scientific article; zbMATH DE number 5066253 (Why is no real title available?)
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• Harnack inequalities for stochastic partial differential equations
• Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
• Large deviations and the Malliavin calculus
• One-dimensional stochastic Burgers equation driven by Lévy processes
• One-dimensional turbulence and the stochastic Burgers equation
• Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
• Stochastic Burgers' equation
• Stochastic Equations in Infinite Dimensions
• Stochastic burgers equation with correlated noise
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Strong feller property for stochastic semilinear equations
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions

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