Abstract

In this present paper we consider the transition semigroup {Pt}t≥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≥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.

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