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Eikonal equations and pathwise solutions to fully non-linear SPDEs.
- Source :
-
Stochastic partial differential equations : analysis and computations [Stoch Partial Differ Equ] 2017; Vol. 5 (2), pp. 256-277. Date of Electronic Publication: 2016 Dec 03. - Publication Year :
- 2017
-
Abstract
- 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.
Details
- Language :
- English
- ISSN :
- 2194-041X
- Volume :
- 5
- Issue :
- 2
- Database :
- MEDLINE
- Journal :
- Stochastic partial differential equations : analysis and computations
- Publication Type :
- Academic Journal
- Accession number :
- 30931234
- Full Text :
- https://doi.org/10.1007/s40072-016-0087-9