Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
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Publication:2084883
DOI10.1016/j.jmaa.2022.126682OpenAlexW4298027177MaRDI QIDQ2084883
Publication date: 13 October 2022
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2022.126682
Hamilton-Jacobi-Bellman equationtransition semigroupfirst variation equationstochastic Burgers-Huxley equation
Cites Work
- Approximations to the stochastic Burgers equation
- Large deviations and the Malliavin calculus
- One-dimensional stochastic Burgers equation driven by Lévy processes
- Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Dynamic programming for the stochastic Burgers equation
- Strong Feller property and irreducibility for diffusions on Hilbert spaces
- Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities
- Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
- Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
- Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
- Control of the Stochastic Burgers Model of Turbulence
- Strong feller property for stochastic semilinear equations
- Stochastic burgers equation with correlated noise
- Harnack Inequalities for Stochastic Partial Differential Equations
- Stochastic Equations in Infinite Dimensions
- Stochastic Burgers' equation
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