Regularization by noise for stochastic Hamilton-Jacobi equations
DOI10.1007/s00440-018-0848-7zbMath1411.60096arXiv1609.07074OpenAlexW2525846494WikidataQ129899551 ScholiaQ129899551MaRDI QIDQ1740593
Publication date: 30 April 2019
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.07074
regularization by noisereflected SDEstochastic Hamilton-Jacobi equationsstochastic $p$-Laplace equationstochastic total variation flow
Hyperbolic conservation laws (35L65) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (17)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Averaging along irregular curves and regularisation of ODEs
- Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
- Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
- 1D quintic nonlinear Schrödinger equation with white noise dispersion
- Semiconcave functions, Hamilton-Jacobi equations, and optimal control
- Strong uniqueness for SDEs in Hilbert spaces with nonregular drift
- Total variation flow and sign fast diffusion in one dimension
- Well-posedness of the transport equation by stochastic perturbation
- A remark on regularization in Hilbert spaces
- On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
- Convex viscosity solutions and state constraints
- On the optimality of velocity averaging lemmas.
- Uniqueness of motion by mean curvature perturbed by stochastic noise.
- Regularization and well-posedness by noise for ordinary and partial differential equations
- Noise prevents singularities in linear transport equations
- Eikonal equations and pathwise solutions to fully non-linear SPDEs
- Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
- Synchronization by noise
- On a stochastic Leray-\(\alpha\) model of Euler equations
- Markov selections for the 3D stochastic Navier-Stokes equations
- Controlled Markov processes and viscosity solutions
- Convexity of solutions of parabolic equations
- Entropic and gradient flow formulations for nonlinear diffusion
- Noise Prevents Collapse of Vlasov-Poisson Point Charges
- Stabilization of Linear Systems by Noise
- Modeling and approximation of stochastic differential equations driven by semimartingales†
- User’s guide to viscosity solutions of second order partial differential equations
- Noise dependent synchronization of a degenerate SDE
- Probabilistic analysis of singularities for the 3D Navier-Stokes equations
- $W^{2,\infty }$ regularizing effect in a nonlinear, degenerate parabolic equation in one space dimension
- A stochastic selection principle in case of fattening for curvature flow
This page was built for publication: Regularization by noise for stochastic Hamilton-Jacobi equations