arXiv · 1410.0920
Backward Ornstein-Uhlenbeck transition operators and mild solutions of non-autonomous Hamilton-Jacobi equations in Banach spaces
Abstract
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
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Rafael Serrano. 2014-10-03. Backward Ornstein-Uhlenbeck transition operators and mild solutions of non-autonomous Hamilton-Jacobi equations in Banach spaces. https://arxiv.org/abs/1410.0920
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