Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation (Q1293090)

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Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
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    Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation (English)
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    7 March 2000
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    The authors present some estimates on derivatives of the transition semigroup of Burger's equation. These estimates allow the authors to prove existence and uniqueness of a regular solution of the corresponding Hamilton-Jacobi equation. The proof of existence is based on a fixed point theorem in a suitable space of functions having exponential growth. The authors apply this result using a usual argument of dynamic programming to some optimal control problems.
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    transition semigroup
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    Burger's equation
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    Hamilton-Jacobi equation
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    fixed point theorem
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    optimal control
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