Eikonal equations and pathwise solutions to fully non-linear SPDEs

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

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

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, Homogenization of pathwise Hamilton-Jacobi equations

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