Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations

DOI10.1016/S0764-4442(00)01597-4MaRDI QIDQ4525398zbMATH OpenWikidataFDO

Authors P.-L. Lions, Panagiotis E. Souganidis

Publication date 23 October 2001

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0764-4442(00)01597-4

zbMATH Keywords

nonlinear stochastic partial differential equationsuniquenessweak solutions

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(42)

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• Path-by-path well-posedness of nonlinear diffusion equations with multiplicative noise
• Existence of martingale solutions and large-time behavior for a stochastic mean curvature flow of graphs
• Porous media equations with nonlinear gradient noise and Dirichlet boundary conditions
• Robust stabilization design of nonlinear stochastic partial differential systems: fuzzy approach
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• Hölder regularity of Hamilton-Jacobi equations with stochastic forcing
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• Perron’s method for pathwise viscosity solutions
• Scalar conservation laws with rough (stochastic) fluxes
• Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case
• 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
• Brownian fluctuations of flame fronts with small random advection
• Regularity theory for rough partial differential equations and parabolic comparison revisited
• On the splitting-up method for rough (partial) differential equations
• Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift
• Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise
• A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
• The Neumann problem for fully nonlinear SPDE
• Pathwise stochastic control and a class of stochastic partial differential equations
• New regularity results for Hamilton-Jacobi equations and long time behavior of pathwise (stochastic) viscosity solutions
• Non-autonomous rough semilinear PDEs and the multiplicative sewing lemma
• Stochastic scalar conservation laws
• Large deviations principles for stochastic scalar conservation laws

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