Eikonal equations and pathwise solutions to fully non-linear SPDEs

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Advisor

Volume

5

Issue

2

Journal

Stochastic partial differential equations : analysis and computations

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New York, NY : Springer

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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.

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Keywords GND

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Article

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publishedVersion

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CC BY 4.0 Unported