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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Fecha de publicación:: 2014

Institución:: Universidad del Rosario

Repositorio:: Repositorio EdocUR - U. Rosario

Idioma:: eng

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spelling	Facultad de Economía Serrano Perdomo, Rafael AntonioSerrano, Rafael800853686002018-02-19T14:44:01Z2018-02-19T14:44:01Z2014-10-092014In 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 spaces. The main tool is the regularizing property of Ornstein-Uhlenbeck transition evolution operators for stochastic Cauchy problems in Banach spaces with time-dependent coefficients.application/pdf1916-9809http://repository.urosario.edu.co/handle/10336/14405eng76No. 455Journal Of Mathematics ResearchVol. 6Journal Of Mathematics Research, ISSN 1916-9795, Vol. 6, No. 4, (2014); pp. 55-76http://www.ccsenet.org/journal/index.php/jmr/article/view/41409/22688Abierto (Texto Completo)http://www.sherpa.ac.uk/romeo/issn/1916-9795/http://purl.org/coar/access_right/c_abf2instname:Universidad del Rosarioreponame:Repositorio Institucional EdocUROrnstein-Uhlenbeck ProcessesInfinite-Dimensional Hamilton-Jacobi EquationsMild SolutionRegularizing PropertyBanach SpacesProbabilidades & matemáticas aplicadas519600Sistemas estocásticosSistemas de HamiltonBackward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach SpacesarticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501ORIGINALPDF40.pdfapplication/pdf212886https://repository.urosario.edu.co/bitstreams/4c358ecf-8a68-4761-8970-8b0b34e74a21/downloadd531ac25a8080801ecbec6c4bfb11a78MD51TEXTPDF40.pdf.txtPDF40.pdf.txtExtracted texttext/plain67749https://repository.urosario.edu.co/bitstreams/76281107-ed6e-448c-bae0-721fb9a9410b/download971554a950af3ed3e3c5e961469c6483MD56THUMBNAILPDF40.pdf.jpgPDF40.pdf.jpgGenerated Thumbnailimage/jpeg4135https://repository.urosario.edu.co/bitstreams/03f0bc16-a996-4494-9d52-cfee4cc0bd29/download0f9febffd3fe00df2ecac5b1b929f008MD5710336/14405oai:repository.urosario.edu.co:10336/144052019-09-19 07:37:54.609585http://www.sherpa.ac.uk/romeo/issn/1916-9795/https://repository.urosario.edu.coRepositorio institucional EdocURedocur@urosario.edu.co
dc.title.spa.fl_str_mv	Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces
title	Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces
spellingShingle	Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces Ornstein-Uhlenbeck Processes Infinite-Dimensional Hamilton-Jacobi Equations Mild Solution Regularizing Property Banach Spaces Probabilidades & matemáticas aplicadas Sistemas estocásticos Sistemas de Hamilton
title_short	Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces
title_full	Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces
title_fullStr	Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces
title_full_unstemmed	Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces
title_sort	Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces
dc.contributor.gruplac.spa.fl_str_mv	Facultad de Economía
dc.subject.spa.fl_str_mv	Ornstein-Uhlenbeck Processes Infinite-Dimensional Hamilton-Jacobi Equations Mild Solution Regularizing Property Banach Spaces
topic	Ornstein-Uhlenbeck Processes Infinite-Dimensional Hamilton-Jacobi Equations Mild Solution Regularizing Property Banach Spaces Probabilidades & matemáticas aplicadas Sistemas estocásticos Sistemas de Hamilton
dc.subject.ddc.none.fl_str_mv	Probabilidades & matemáticas aplicadas
dc.subject.lemb.spa.fl_str_mv	Sistemas estocásticos Sistemas de Hamilton
description	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 spaces. The main tool is the regularizing property of Ornstein-Uhlenbeck transition evolution operators for stochastic Cauchy problems in Banach spaces with time-dependent coefficients.
publishDate	2014
dc.date.created.none.fl_str_mv	2014-10-09
dc.date.issued.none.fl_str_mv	2014
dc.date.accessioned.none.fl_str_mv	2018-02-19T14:44:01Z
dc.date.available.none.fl_str_mv	2018-02-19T14:44:01Z
dc.type.eng.fl_str_mv	article
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dc.type.spa.spa.fl_str_mv	Artículo
dc.identifier.issn.none.fl_str_mv	1916-9809
dc.identifier.uri.none.fl_str_mv	http://repository.urosario.edu.co/handle/10336/14405
identifier_str_mv	1916-9809
url	http://repository.urosario.edu.co/handle/10336/14405
dc.language.iso.none.fl_str_mv	eng
language	eng
dc.relation.citationEndPage.none.fl_str_mv	76
dc.relation.citationIssue.none.fl_str_mv	No. 4
dc.relation.citationStartPage.none.fl_str_mv	55
dc.relation.citationTitle.none.fl_str_mv	Journal Of Mathematics Research
dc.relation.citationVolume.none.fl_str_mv	Vol. 6
dc.relation.ispartof.spa.fl_str_mv	Journal Of Mathematics Research, ISSN 1916-9795, Vol. 6, No. 4, (2014); pp. 55-76
dc.relation.uri.none.fl_str_mv	http://www.ccsenet.org/journal/index.php/jmr/article/view/41409/22688
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dc.rights.acceso.spa.fl_str_mv	Abierto (Texto Completo)
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institution	Universidad del Rosario
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Backward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spaces

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