Hypercontractivity of solutions to Hamilton-Jacobi equations
Czechoslovak Mathematical Journal (2001)
- Volume: 51, Issue: 4, page 733-743
- ISSN: 0011-4642
Access Full Article
top
Abstract
topHow to cite
topGoldys, Beniamin. "Hypercontractivity of solutions to Hamilton-Jacobi equations." Czechoslovak Mathematical Journal 51.4 (2001): 733-743. <http://eudml.org/doc/30668>.
@article{Goldys2001,
abstract = {We show that solutions to some Hamilton-Jacobi Equations associated to the problem of optimal control of stochastic semilinear equations enjoy the hypercontractivity property.},
author = {Goldys, Beniamin},
journal = {Czechoslovak Mathematical Journal},
keywords = {Hamilton-Jacobi equation; stochastic semilinear equation; invariant measure; Log-Sobolev inequality; hypercontractivity; Hamilton-Jacobi equation; stochastic semilinear equation; invariant measure; log-Sobolev inequality; hypercontractivity},
language = {eng},
number = {4},
pages = {733-743},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Hypercontractivity of solutions to Hamilton-Jacobi equations},
url = {http://eudml.org/doc/30668},
volume = {51},
year = {2001},
}
TY - JOUR
AU - Goldys, Beniamin
TI - Hypercontractivity of solutions to Hamilton-Jacobi equations
JO - Czechoslovak Mathematical Journal
PY - 2001
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 51
IS - 4
SP - 733
EP - 743
AB - We show that solutions to some Hamilton-Jacobi Equations associated to the problem of optimal control of stochastic semilinear equations enjoy the hypercontractivity property.
LA - eng
KW - Hamilton-Jacobi equation; stochastic semilinear equation; invariant measure; Log-Sobolev inequality; hypercontractivity; Hamilton-Jacobi equation; stochastic semilinear equation; invariant measure; log-Sobolev inequality; hypercontractivity
UR - http://eudml.org/doc/30668
ER -
References
top- L’hypercontractivité et son utilisation en théorie des semigroupes, Lectures on Probability Theory (Saint-Flour, 1992). Lecture Notes in Math. Vol. 1581, Springer, Berlin, 1994, pp. 1–114. (1994) Zbl0856.47026MR1307413
- 10.1016/0022-1236(90)90079-Z, J. Funct. Anal. 90 (1990), 27–47. (1990) MR1047576DOI10.1016/0022-1236(90)90079-Z
- 10.4064/dm396-0-1, Dissertationes Math. (Rozprawy Mat.) 396 (2001), 1–59. (2001) Zbl0991.60049MR1841090DOI10.4064/dm396-0-1
- 10.1007/BF01192465, Probab. Theory Related Fields 102 (1995), 331–356. (1995) MR1339737DOI10.1007/BF01192465
- Nonsymmetric Ornstein-Uhlenbeck generators, Infinite Dimensional Stochastic Analysis (Amsterdam, 1999), R. Neth. Acad. Arts Sci., Amsterdam, 2000, pp. 99–116. (2000) MR1831413
- Invariant measures of non-symmetric dissipative stochastic systems, (to appear). (to appear)
- Stochastic Equations in Infinite Dimensions, Cambridge University Press, Cambridge, 1992. (1992) MR1207136
- Ergodicity for Infinite Dimensional Systems, Cambridge University Press, Cambridge, 1996. (1996) MR1417491
- Second order parabolic HJ Equations in Hilbert Spaces: Approach, Submitted.
- 10.1006/jmaa.1999.6387, J. Math. Anal. Appl. 234 (1999), 592–631. (1999) MR1689410DOI10.1006/jmaa.1999.6387
- 10.1080/03605309508821115, Comm. Partial Differential Equations 20 (1995), 775–826. (1995) Zbl0842.49021MR1326907DOI10.1080/03605309508821115
- 10.2307/2373688, Amer. J. Math. 97 (1975), 1061–1083. (1975) Zbl0359.46038MR0420249DOI10.2307/2373688
- 10.2140/pjm.1978.77.523, Pacific J. Math. 77 (1978), 523–531. (1978) MR0510938DOI10.2140/pjm.1978.77.523
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.