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Eikonal equations and pathwise solutions to fully non-linear SPDEs

2016, Friz, Peter K., Gassiat, Paul, Lions, Pierre-Louis, Souganidis, Panagiotis E.

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.