Eikonal equations and pathwise solutions to fully non-linear SPDEs

DOI10.1007/s40072-016-0087-9zbMath1377.35293arXiv1602.04746WikidataQ59528703 ScholiaQ59528703MaRDI QIDQ2014311

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

Publication date: 11 August 2017

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.04746

zbMATH Keywords

rough paths; eikonal equations; pathwise stability; fully non-linear stochastic partial differential equations

Mathematics Subject Classification ID

35G20: Nonlinear higher-order PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

Related Items

Perron’s method for pathwise viscosity solutions, Scaling limits and homogenization of mixing Hamilton-Jacobi equations, Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence, Interpolation results for pathwise Hamilton-Jacobi equations, Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift, Homogenization of pathwise Hamilton-Jacobi equations, Regularization by noise for stochastic Hamilton-Jacobi equations, A priori estimates for rough PDEs with application to rough conservation laws, Solving linear parabolic rough partial differential equations, Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions, Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians, Probabilistic interpretation for solutions of fully nonlinear stochastic pdes, Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations

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