Eikonal equations and pathwise solutions to fully non-linear SPDEs

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Date

2016

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Cambridge : arXiv

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Link to publishers' Version

http://arxiv.org/abs/1602.04746

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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Fully non-linear stochastic partial differential equations, eikonal equations, pathwise stability, rough paths.

Keywords GND

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Report

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publishedVersion

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https://oa.tib.eu/renate/handle/123456789/2720

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Mathematik

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