Eikonal equations and pathwise solutions to fully non-linear SPDEs.

Authors
Publication date
2016
Publication type
Journal Article
Summary We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Rie-mannian geometry. The results are new and extend the class of equations studied so far by the last two authors.
Publisher
Springer Science and Business Media LLC
Topics of the publication
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