Eikonal equations and pathwise solutions to fully non-linear SPDEs
Friz, Peter K.; Gassiat, Paul; Lions, Pierre-Louis; Souganidis, Panagiotis E. (2017), Eikonal equations and pathwise solutions to fully non-linear SPDEs, Stochastics and Partial Differential Equations: Analysis and Computations, 5, 2, p. 256-277. 10.1007/s40072-016-0087-9
TypeArticle accepté pour publication ou publié
External document linkhttps://arxiv.org/abs/1602.04746v1
Journal nameStochastics and Partial Differential Equations: Analysis and Computations
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Abstract (EN)We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Riemannian geometry. The results are new and extend the class of equations studied so far by the last two authors.
Subjects / KeywordsFully non-linear stochastic partial differential equations; Eikonal equations; Pathwise stability; Rough paths
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