Ítem
Acceso Abierto

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

Mostrar el registro sencillo de la publicación
dc.contributor.gruplacFacultad de Economía spa
dc.creatorSerrano Perdomo, Rafael Antonio
dc.creator.googleSerrano, Rafael
dc.date.accessioned2018-02-19T14:44:01Z
dc.date.available2018-02-19T14:44:01Z
dc.date.created2014-10-09
dc.date.issued2014
dc.description.abstractIn 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.eng
dc.format.mimetypeapplication/pdf
dc.identifier.issn1916-9809
dc.identifier.urihttp://repository.urosario.edu.co/handle/10336/14405
dc.language.isoeng
dc.relation.citationEndPage76
dc.relation.citationIssueNo. 4
dc.relation.citationStartPage55
dc.relation.citationTitleJournal Of Mathematics Research
dc.relation.citationVolumeVol. 6
dc.relation.ispartofJournal Of Mathematics Research, ISSN 1916-9795, Vol. 6, No. 4, (2014); pp. 55-76spa
dc.relation.urihttp://www.ccsenet.org/journal/index.php/jmr/article/view/41409/22688
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.rights.urihttp://www.sherpa.ac.uk/romeo/issn/1916-9795/
dc.source.instnameinstname:Universidad del Rosario
dc.source.reponamereponame:Repositorio Institucional EdocUR
dc.subjectOrnstein-Uhlenbeck Processesspa
dc.subjectInfinite-Dimensional Hamilton-Jacobi Equationsspa
dc.subjectMild Solutionspa
dc.subjectRegularizing Propertyspa
dc.subjectBanach Spacesspa
dc.subject.ddcProbabilidades & matemáticas aplicadas
dc.subject.lembSistemas estocásticosspa
dc.subject.lembSistemas de Hamiltonspa
dc.titleBackward Ornstein-Uhlenbeck Transition Operators and Mild Solutions of Non-Autonomous Hamilton-Jacobi Equations in Banach Spacesspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
Archivos
Bloque original
Mostrando1 - 1 de 1
Miniatura
Nombre:
PDF40.pdf
Tamaño:
207.9 KB
Formato:
Adobe Portable Document Format
Descripción:
Descargar
Colecciones
Artículos