Hessian estimates for viscous Hamilton-Jacobi equations with the Ornstein-Uhlenbeck operator.

MaRDI QIDQ976654zbMATH OpenFDO

Authors Yasuhiro Fujita

Publication date 15 June 2010

Published in Differential and Integral Equations (Search for Journal in Brave)

zbMATH Keywords

Cauchy problem

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Nonlinear parabolic equations (35K55) Inverse spectral and scattering methods for infinite-dimensional Hamiltonian and Lagrangian systems (37K15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Recommendations

• Asymptotic Solutions of Viscous Hamilton–Jacobi Equations with Ornstein–Uhlenbeck Operator
• Semiconcavity estimates for viscous Hamilton-Jacobi equations
• A priori Lipschitz estimates for solutions of local and nonlocal Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator
• Estimates for the heat flow in optimal spaces of unbounded initial data in \(\mathbb{R}^d\) and applications to the Ornstein-Uhlenbeck semigroup
• Large time behavior of solutions of local and nonlocal nondegenerate Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator

Cited in

(5)

• A priori Lipschitz estimates for solutions of local and nonlocal Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator
• Semiconvexity of viscosity solutions to fully nonlinear evolution equations via discrete games
• Asymptotic Solutions of Viscous Hamilton–Jacobi Equations with Ornstein–Uhlenbeck Operator
• Semiconcavity estimates for viscous Hamilton-Jacobi equations
• Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations

This page was built for publication: Hessian estimates for viscous Hamilton-Jacobi equations with the Ornstein-Uhlenbeck operator.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q976654)