The variational approach to Hamilton-Jacobi equations driven by a Gaussian noise

DOI10.1016/j.jde.2013.07.044zbMath1288.60076OpenAlexW2004537584MaRDI QIDQ2637784

Viorel Barbu

Publication date: 14 February 2014

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2013.07.044

zbMATH Keywords

Hamilton-Jacobi equationviscosity solutionBrownian motionstochastic process

Mathematics Subject Classification ID

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

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