Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
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Cites work
- Approximations to the stochastic Burgers equation
- Control of the Stochastic Burgers Model of Turbulence
- Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
- Dynamic programming for the stochastic Burgers equation
- Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
- Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities
- Harnack inequalities for stochastic partial differential equations
- 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?)
- 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 with correlated noise
- Stochastic Burgers' equation
- Stochastic Equations in Infinite Dimensions
- 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
Cited in
(4)- Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
- Dynamics of fractional stochastic generalized Korteweg-de Vries-Burgers-Huxley equation with infinite memory
- Strong approximation of an explicit full-discrete scheme for stochastic generalized Burgers-Huxley equation with additive fractional noise
- Existence of optimal and -optimal feedback controls for stochastic Cahn-Hilliard equation
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