Regular solutions of second-order stationary Hamilton-Jacobi equations

DOI10.1006/jdeq.1996.0139zbMath0864.34058OpenAlexW2047765974MaRDI QIDQ1924456

Fausto Gozzi, Elisabeth Rouy

Publication date: 1 July 1997

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jdeq.1996.0139

zbMATH Keywords

maximal monotone operatorsHamilton-Jacobi equationtransition semigroupOrnstein-Uhlenbeck semigroupoptimal stochastic control problems

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Nonlinear differential equations in abstract spaces (34G20) Optimal stochastic control (93E20)

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