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...

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Autores principales: Friz, Peter K., Gassiat, Paul, Lions, Pierre-Louis, Souganidis, Panagiotis E.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2016
Materias:
Article
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
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author Friz, Peter K.
Gassiat, Paul
Lions, Pierre-Louis
Souganidis, Panagiotis E.
author_facet Friz, Peter K.
Gassiat, Paul
Lions, Pierre-Louis
Souganidis, Panagiotis E.
author_sort Friz, Peter K.
collection PubMed
description 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 authors.
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spelling pubmed-64112342019-03-27 Eikonal equations and pathwise solutions to fully non-linear SPDEs Friz, Peter K. Gassiat, Paul Lions, Pierre-Louis Souganidis, Panagiotis E. Stoch Partial Differ Equ Article 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 authors. Springer US 2016-12-03 2017 /pmc/articles/PMC6411234/ /pubmed/30931234 http://dx.doi.org/10.1007/s40072-016-0087-9 Text en © The Author(s) 2016 Open AccessThis article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Article
Friz, Peter K.
Gassiat, Paul
Lions, Pierre-Louis
Souganidis, Panagiotis E.
Eikonal equations and pathwise solutions to fully non-linear SPDEs
title Eikonal equations and pathwise solutions to fully non-linear SPDEs
title_full Eikonal equations and pathwise solutions to fully non-linear SPDEs
title_fullStr Eikonal equations and pathwise solutions to fully non-linear SPDEs
title_full_unstemmed Eikonal equations and pathwise solutions to fully non-linear SPDEs
title_short Eikonal equations and pathwise solutions to fully non-linear SPDEs
title_sort eikonal equations and pathwise solutions to fully non-linear spdes
topic Article
url 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
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AT gassiatpaul eikonalequationsandpathwisesolutionstofullynonlinearspdes
AT lionspierrelouis eikonalequationsandpathwisesolutionstofullynonlinearspdes
AT souganidispanagiotise eikonalequationsandpathwisesolutionstofullynonlinearspdes

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