Eikonal equations and pathwise solutions to fully non-linear SPDEs

被引：0
|
作者：
Peter K. Friz
Paul Gassiat
Pierre-Louis Lions
Panagiotis E. Souganidis
机构：
[1] Technische Universität Berlin,Institut für Mathematik
[2] Weierstraß-Institut für Angewandte Analysis und Stochastik,CEREMADE
[3] Université de Paris-Dauphine,Collège de France and CEREMADE
[4] Université de Paris-Dauphine,Department of Mathematics
[5] University of Chicago,undefined
来源：
Stochastics and Partial Differential Equations: Analysis and Computations | 2017年 / 5卷
关键词：
Fully non-linear stochastic partial differential equations; Eikonal equations; Pathwise stability; Rough paths; 35R99; 60H15;
D O I：
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中图分类号：
学科分类号：
摘要：
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.
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页码：256 / 277
页数：21
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