A stochastic Hamilton-Jacobi equation with infinite speed of propagation

DOI10.1016/j.crma.2017.01.021zbMath1366.60087arXiv1609.08357OpenAlexW2525017925MaRDI QIDQ517495

Paul Gassiat

Publication date: 23 March 2017

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.08357

zbMATH Keywords

viscosity solutiondifferential gamefinite propagation speedstochastic Hamilton-Jacobi equation

Mathematics Subject Classification ID

Differential games and control (49N70) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)

Related Items (3)

Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence ⋮ Homogenization of pathwise Hamilton-Jacobi equations ⋮ Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians

Cites Work

• Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
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