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Eikonal equations and pathwise solutions to fully non-linear SPDEs
We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Riemannian geometry. The results are new and extend the class of equations studied so far by the last two autho...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2016
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6411234/ https://www.ncbi.nlm.nih.gov/pubmed/30931234 http://dx.doi.org/10.1007/s40072-016-0087-9 |