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The Neumann problem for fully nonlinear SPDE

hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorGassiat, Paul
dc.contributor.authorSeeger, Benjamin
dc.date.accessioned2022-02-25T15:17:59Z
dc.date.available2022-02-25T15:17:59Z
dc.date.issued2021
dc.identifier.urihttps://basepub.dauphine.psl.eu/handle/123456789/22776
dc.language.isoenen
dc.subject.ddc519en
dc.titleThe Neumann problem for fully nonlinear SPDEen
dc.typeDocument de travail / Working paper
dc.description.abstractenWe generalize the notion of pathwise viscosity solutions, put forward by Lions and Souganidis to study fully nonlinear stochastic partial differential equations, to equations set on a sub-domain with Neumann boundary conditions. Under a convexity assumption on the domain, we obtain a comparison theorem which yields existence and uniqueness of solutions as well as continuity with respect to the driving noise. As an application, we study the long time behaviour of a stochastically perturbed mean-curvature flow in a cylinder-like domain with right angle contact boundary condition.en
dc.publisher.cityParisen
dc.identifier.citationpages43en
dc.relation.ispartofseriestitleCahier de recherche CEREMADE, Université Paris Dauphine-PSLen
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-03481323en
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.identifier.citationdate2021
dc.description.ssrncandidatenon
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.date.updated2022-02-25T15:15:34Z
hal.author.functionaut
hal.author.functionaut


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