The variational approach to Hamilton-Jacobi equations driven by a Gaussian noise

DOI10.1016/J.JDE.2013.07.044MaRDI QIDQ2637784zbMATH OpenOpenAlexFDO

Authors Viorel Barbu

Publication date 14 February 2014

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jde.2013.07.044

zbMATH Keywords

Brownian motionviscosity solutionHamilton-Jacobi equationstochastic process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)

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Cites work

• scientific article; zbMATH DE number 3783507 (Why is no real title available?)
• Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations
• Homogenization for stochastic Hamilton-Jacobi equations
• Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media
• Integrals which are convex functionals
• On a random scaled porous media equation
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Perron's method for Hamilton-Jacobi equations
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems
• Stochastic variational inequalities and applications to the total variation flow perturbed by linear multiplicative noise
• Uniqueness for first-order Hamilton-Jacobi equations and Hopf formula
• Viscosity Solutions of Hamilton-Jacobi Equations

Cited in

(7)

• Variational solutions and random dynamical systems to SPDEs perturbed by fractional Gaussian noise
• Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians
• A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
• scientific article; zbMATH DE number 638499 (Why is no real title available?)
• Variational integrators for stochastic dissipative Hamiltonian systems
• Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations
• A stochastic Hamilton-Jacobi equation with infinite speed of propagation

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