Regularization by noise for stochastic Hamilton-Jacobi equations

DOI10.1007/S00440-018-0848-7zbMATH Open1411.60096arXiv1609.07074OpenAlexW2525846494WikidataQ129899551 ScholiaQ129899551MaRDI QIDQ1740593FDOQ1740593

Authors: Paul Gassiat, Benjamn Gess 

Publication date: 30 April 2019

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We study regularizing effects of nonlinear stochastic perturbations for fully nonlinear PDE. More precisely, path-by-path $L^{infty}$ bounds for the second derivative of solutions to such PDE are shown. These bounds are expressed as solutions to reflected SDE and are shown to be optimal.

Full work available at URL: https://arxiv.org/abs/1609.07074

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zbMATH Keywords

regularization by noisereflected SDEstochastic Hamilton-Jacobi equationsstochastic $p$-Laplace equationstochastic total variation flow

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Hyperbolic conservation laws (35L65) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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Cited In (24)

• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• Stochastic Navier-Stokes equations and related models
• Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians
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• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
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