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Hypercontractivity of Solutions to Hamilton-Jacobi Equations

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Abstract

We show that solutions to some Hamilton-Jacobi Equations associated to the problem of optimal control of stochastic semilinear equations enjoy the hypercontractivity property.

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  1. School of Mathematics, The University of New South Wales, Sydney, 2052, Australia

    Beniamin Goldys

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  1. Beniamin Goldys
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Goldys, B. Hypercontractivity of Solutions to Hamilton-Jacobi Equations. Czechoslovak Mathematical Journal 51, 733–743 (2001). https://doi.org/10.1023/A:1013760728442

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  • DOI: https://doi.org/10.1023/A:1013760728442

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