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Eikonal equations and pathwise solutions to fully non-linear SPDEs.

Authors :
Friz PK
Gassiat P
Lions PL
Souganidis PE
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