Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces

In this paper we revisit the mild-solution approach to second-order semi-linear PDEs of Hamilton-Jacobi type in infinite-dimensional spaces. We show that a well-known result on existence of mild solutions in Hilbert spaces can be easily extended to non-autonomous Hamilton-Jacobi equations in Banach...

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Autores:
Tipo de recurso:
Fecha de publicación:
2014
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/14405
Acceso en línea:
http://repository.urosario.edu.co/handle/10336/14405
Palabra clave:
Ornstein-Uhlenbeck Processes
Infinite-Dimensional Hamilton-Jacobi Equations
Mild Solution
Regularizing Property
Banach Spaces
Probabilidades & matemáticas aplicadas
Sistemas estocásticos
Sistemas de Hamilton
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Abierto (Texto Completo)