Eikonal equations and pathwise solutions to fully non-linear SPDEs
dc.bibliographicCitation.firstPage | 256 | eng |
dc.bibliographicCitation.issue | 2 | eng |
dc.bibliographicCitation.journalTitle | Stochastic partial differential equations : analysis and computations | eng |
dc.bibliographicCitation.lastPage | 277 | eng |
dc.bibliographicCitation.volume | 5 | eng |
dc.contributor.author | Friz, Peter K. | |
dc.contributor.author | Gassiat, Paul | |
dc.contributor.author | Lions, Pierre-Louis | |
dc.contributor.author | Souganidis, Panagiotis E. | |
dc.date.accessioned | 2022-06-22T11:36:24Z | |
dc.date.available | 2022-06-22T11:36:24Z | |
dc.date.issued | 2016 | |
dc.description.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. | eng |
dc.description.version | publishedVersion | eng |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/9123 | |
dc.identifier.uri | https://doi.org/10.34657/8161 | |
dc.language.iso | eng | eng |
dc.publisher | New York, NY : Springer | eng |
dc.relation.doi | https://doi.org/10.1007/s40072-016-0087-9 | |
dc.relation.essn | 2194-041X | |
dc.rights.license | CC BY 4.0 Unported | eng |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | eng |
dc.subject.ddc | 510 | eng |
dc.subject.other | Eikonal equations | eng |
dc.subject.other | Fully non-linear stochastic partial differential equations | eng |
dc.subject.other | Pathwise stability | eng |
dc.subject.other | Rough paths | eng |
dc.title | Eikonal equations and pathwise solutions to fully non-linear SPDEs | eng |
dc.type | Article | eng |
dc.type | Text | eng |
tib.accessRights | openAccess | eng |
wgl.contributor | WIAS | eng |
wgl.subject | Mathematik | eng |
wgl.type | Zeitschriftenartikel | eng |
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