New regularity results and long time behavior of pathwise (stochastic) Hamilton-Jacobi equations
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Publication:6325173
arXiv1909.05672MaRDI QIDQ6325173FDOQ6325173
Authors: P.-L. Lions, Panagiotis E. Souganidis
Publication date: 10 September 2019
Abstract: We present two new sharp regularity results (regularizing effect and propagation of regularity) for viscosity solutions of uniformly convex space homogeneous Hamilton-Jacobi equations. In turn, these estimates yield new intermittent stochastic regularization results for pathwise (stochastic) viscosity solutions of Hamilton-Jacobi equations with uniformly convex Hamiltonians and rough multiplicative time dependence. Finally, we use the intermittent estimates to study the long time behavior of the pathwise (stochastic) viscosity solutions of convex Hamilton-Jacobi equations.
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to PDEs (35D40)
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