Hölder regularity of Hamilton-Jacobi equations with stochastic forcing

DOI10.1090/TRAN/8435MaRDI QIDQ3382268zbMATH OpenOpenAlexFDO

Authors Benjamin Seeger, Pierre Cardaliaguet

Publication date 21 September 2021

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.12855

zbMATH Keywords

stochastic PDEsHölder regularityfirst- and second-order Hamilton-Jacobi equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Smoothness and regularity of solutions to PDEs (35B65) Hamilton-Jacobi equations (35F21) PDEs with randomness, stochastic partial differential equations (35R60)

Abstract: We obtain space-time H"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the gradient and on the regularity of the stochastic coefficients, in a way that is invariant with respect to a hyperbolic scaling.

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Cited in

(5)

• Hölder estimates in space-time for viscosity solutions of Hamilton-Jacobi equations
• Hölder regularity for stochastic processes with bounded and measurable increments
• Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations
• New regularity results for Hamilton-Jacobi equations and long time behavior of pathwise (stochastic) viscosity solutions
• Regularization by noise for stochastic Hamilton-Jacobi equations

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