Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians

DOI10.1007/s00440-019-00921-5zbMath1434.60155arXiv1805.08477OpenAlexW2803435543WikidataQ114229367 ScholiaQ114229367MaRDI QIDQ2291694

Pierre-Louis Lions, Benjamin Gess, Paul Gassiat, Panagiotis E. Souganidis

Publication date: 31 January 2020

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.08477

zbMATH Keywords

speed of propagationstochastic viscosity solutionsstochastic Hamilton-Jacobi equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)

Related Items (8)

Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence ⋮ Interpolation results for pathwise Hamilton-Jacobi equations ⋮ Nonlinear diffusion equations with nonlinear gradient noise ⋮ Non-equilibrium large deviations and parabolic-hyperbolic PDE with irregular drift ⋮ Long-time behavior of stochastic Hamilton-Jacobi equations ⋮ Scaling limits and homogenization of mixing Hamilton-Jacobi equations ⋮ Numerical methods for conservation laws with rough flux ⋮ New regularity results for Hamilton-Jacobi equations and long time behavior of pathwise (stochastic) viscosity solutions

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