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Eikonal equations and pathwise solutions to fully non-linear SPDEs
- Publication Year :
- 2016
-
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.
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1602.04746
- Document Type :
- Working Paper