Eikonal equations and pathwise solutions to fully non-linear SPDEs

DOI10.1007/S40072-016-0087-9MaRDI QIDQ2014311zbMATH OpenOpenAlexWikidataFDO

Authors Paul Gassiat, P.-L. Lions, Peter Friz, Panagiotis E. Souganidis

Publication date 11 August 2017

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

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

eikonal equationsfully non-linear stochastic partial differential equationspathwise stabilityrough paths

Mathematics Subject Classification ID

Nonlinear higher-order PDEs (35G20) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: 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.

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Cites work

• Fully nonlinear stochastic partial differential equations
• Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
• Fully nonlinear stochastic pde with semilinear stochastic dependence
• Hamilton-Jacobi equations and distance functions on Riemannian manifolds
• scientific article; zbMATH DE number 14966 (Why is no real title available?)
• Perron’s method for pathwise viscosity solutions
• Regularity theory for rough partial differential equations and parabolic comparison revisited
• Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations
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Cited in

(18)

• 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
• Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs
• 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
• scientific article; zbMATH DE number 1121867 (Why is no real title available?)
• Fully nonlinear stochastic pde with semilinear stochastic dependence
• 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
• The Neumann problem for fully nonlinear SPDE
• Exact dimension reduction for rough differential equations
• Averaging principle for slow-fast systems of PDEs with rough drivers

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