Differentiability of the transition semigroup of the stochastic Burgers equation, and application to the corresponding Hamilton-Jacobi equation
Atti della Accademia nazionale dei Lincei. Rendiconti Lincei. Matematica e applicazioni, Série 9, Tome 9 (1998) no. 4, pp. 267-277
Voir la notice de l'article provenant de la source Biblioteca Digitale Italiana di Matematica
We consider a stochastic Burgers equation. We show that the gradient of the corresponding transition semigroup \( P_{t} \varphi \) does exist for any bounded \( \varphi \); and can be estimated by a suitable exponential weight. An application to some Hamilton-Jacobi equation arising in Stochastic Control is given.
@article{RLIN_1998_9_9_4_a3,
author = {Da Prato, Giuseppe and Debussche, Arnaud},
title = {Differentiability of the transition semigroup of the stochastic {Burgers} equation, and application to the corresponding {Hamilton-Jacobi} equation},
journal = {Atti della Accademia nazionale dei Lincei. Rendiconti Lincei. Matematica e applicazioni},
pages = {267--277},
publisher = {mathdoc},
volume = {Ser. 9, 9},
number = {4},
year = {1998},
zbl = {0931.37036},
mrnumber = {MR1722786},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RLIN_1998_9_9_4_a3/}
}
TY - JOUR AU - Da Prato, Giuseppe AU - Debussche, Arnaud TI - Differentiability of the transition semigroup of the stochastic Burgers equation, and application to the corresponding Hamilton-Jacobi equation JO - Atti della Accademia nazionale dei Lincei. Rendiconti Lincei. Matematica e applicazioni PY - 1998 SP - 267 EP - 277 VL - 9 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/RLIN_1998_9_9_4_a3/ LA - en ID - RLIN_1998_9_9_4_a3 ER -
%0 Journal Article %A Da Prato, Giuseppe %A Debussche, Arnaud %T Differentiability of the transition semigroup of the stochastic Burgers equation, and application to the corresponding Hamilton-Jacobi equation %J Atti della Accademia nazionale dei Lincei. Rendiconti Lincei. Matematica e applicazioni %D 1998 %P 267-277 %V 9 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/RLIN_1998_9_9_4_a3/ %G en %F RLIN_1998_9_9_4_a3
Da Prato, Giuseppe; Debussche, Arnaud. Differentiability of the transition semigroup of the stochastic Burgers equation, and application to the corresponding Hamilton-Jacobi equation. Atti della Accademia nazionale dei Lincei. Rendiconti Lincei. Matematica e applicazioni, Série 9, Tome 9 (1998) no. 4, pp. 267-277. http://geodesic.mathdoc.fr/item/RLIN_1998_9_9_4_a3/