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Eikonal equations and pathwise solutions to fully non-linear SPDEs
| 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 | 2016-06-23T05:45:06Z | |
| dc.date.available | 2019-06-28T08:10:16Z | |
| 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/123456789/2720 | |
| dc.language.iso | eng | eng |
| dc.publisher | Cambridge : arXiv | eng |
| dc.relation.uri | http://arxiv.org/abs/1602.04746 | |
| dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
| dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
| dc.subject.ddc | 510 | eng |
| dc.subject.other | Fully non-linear stochastic partial differential equations | eng |
| dc.subject.other | eikonal 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 | Report | eng |
| dc.type | Text | eng |
| tib.accessRights | openAccess | eng |
| wgl.contributor | WIAS | eng |
| wgl.subject | Mathematik | eng |
| wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |