The variational approach to Hamilton-Jacobi equations driven by a Gaussian noise
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Publication:2637784
DOI10.1016/J.JDE.2013.07.044zbMATH Open1288.60076OpenAlexW2004537584MaRDI QIDQ2637784FDOQ2637784
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
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)
Cites Work
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- Viscosity Solutions of Hamilton-Jacobi Equations
- Title not available (Why is that?)
- Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Integrals which are convex functionals
- Stochastic variational inequalities and applications to the total variation flow perturbed by linear multiplicative noise
- On a random scaled porous media equation
- Homogenization for stochastic Hamilton-Jacobi equations
- Perron's method for Hamilton-Jacobi equations
- Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems
- Uniqueness for first-order Hamilton-Jacobi equations and Hopf formula
- Estimates for multiple stochastic integrals and stochastic 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
- Title not available (Why is that?)
- 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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