Eikonal equations and pathwise solutions to fully non-linear SPDEs

DOI10.1007/s40072-016-0087-9zbMath1377.35293arXiv1602.04746OpenAlexW2954909713WikidataQ59528703 ScholiaQ59528703MaRDI QIDQ2014311

Pierre-Louis Lions, Paul Gassiat, Peter K. Friz, Panagiotis E. Souganidis

Publication date: 11 August 2017

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.04746

zbMATH Keywords

rough pathseikonal equationspathwise stabilityfully non-linear stochastic partial differential equations

Mathematics Subject Classification ID

Nonlinear higher-order PDEs (35G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (13)

Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence ⋮ Interpolation results for pathwise Hamilton-Jacobi equations ⋮ Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations ⋮ Probabilistic interpretation for solutions of fully nonlinear stochastic pdes ⋮ Solving linear parabolic rough partial differential equations ⋮ Homogenization of pathwise Hamilton-Jacobi equations ⋮ Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift ⋮ Perron’s method for pathwise viscosity solutions ⋮ Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions ⋮ Regularization by noise for stochastic Hamilton-Jacobi equations ⋮ A priori estimates for rough PDEs with application to rough conservation laws ⋮ Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians ⋮ Scaling limits and homogenization of mixing Hamilton-Jacobi equations

Cites Work

• Viscosity solutions of Hamilton-Jacobi equations
• Hamilton-Jacobi equations and distance functions on Riemannian manifolds
• User’s guide to viscosity solutions of second order partial differential equations
• Fully nonlinear stochastic partial differential equations
• Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
• Fully nonlinear stochastic pde with semilinear stochastic dependence
• Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations
• Perron’s method for pathwise viscosity solutions
• Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited
• Unnamed Item

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