Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control

被引:0
作者
Zong, Gaofeng [1 ]
机构
[1] Shandong Univ Finance & Econ, Sch Stat & Math, Jinan 250014, Peoples R China
基金
中国国家自然科学基金;
关键词
Stochastic Burgers-Huxley equation; Transition semigroup; Hamilton-Jacobi-Bellman equation; First variation equation; HAMILTON-JACOBI EQUATIONS; STRONG FELLER PROPERTY; DRIVEN;
D O I
10.1016/j.jmaa.2022.126682
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this present paper we consider the transition semigroup {Pt}t & GE;0 related to the stochastic Burgers-Huxley equation which describes a prototype model for describing the interaction between reaction mechanisms, convection effects and diffusion transports. We are proving that it has a regularizing effect in the Banach space of continuous functions C(0, 1), that is, the transition semigroup {Pt}t & GE;0 possesses strong Feller property. Some estimates on derivative of the transition semigroup related to stochastic Burgers-Huxley equation are established based on the exponential moment estimates of the solution of stochastic Burgers-Huxley equation and its first variation equation. Finally, certain application in Hamilton-Jacobi-Bellman equation arising from stochastic optimal control problem is provided to illustrate our results.(c) 2022 Published by Elsevier Inc.
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页数:22
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