Displaying similar documents to “A note on the regularity of solutions of Hamilton-Jacobi equations with superlinear growth in the gradient variable”

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

Giuseppe Da Prato, Arnaud Debussche (1998)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

Similarity:

We consider a stochastic Burgers equation. We show that the gradient of the corresponding transition semigroup P t φ does exist for any bounded φ ; and can be estimated by a suitable exponential weight. An application to some Hamilton-Jacobi equation arising in Stochastic Control is given.