(New York, NY : Springer, 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.
