Eikonal equations and pathwise solutions to fully non-linear SPDEs
dc.contributor.author | Friz, Peter K. | |
dc.contributor.author | Gassiat, Paul | |
dc.contributor.author | Lions, Pierre-Louis | |
dc.contributor.author | Souganidis, Panagiotis E. | |
dc.date.accessioned | 2017-08-29T07:24:31Z | |
dc.date.available | 2017-08-29T07:24:31Z | |
dc.date.issued | 2016 | |
dc.description.abstract | 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 Riemannian geometry. The results are new and extend the class of equations studied so far by the last two authors. | en |
dc.description.sponsorship | DFG, FOR 2402, Rough Paths, Stochastic Partial Differential Equations and Related Topics | en |
dc.description.sponsorship | EC/FP7/258237/EU/Rough path theory, differential equations and stochastic analysis/RPT | en |
dc.identifier.eissn | 2194-041X | |
dc.identifier.issn | 2194-0401 | |
dc.identifier.uri | https://depositonce.tu-berlin.de/handle/11303/6658 | |
dc.identifier.uri | http://dx.doi.org/10.14279/depositonce-6099 | |
dc.language.iso | en | |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
dc.subject.ddc | 510 Mathematik | |
dc.subject.other | fully non-linear stochastic partial differential equations | en |
dc.subject.other | eikonal equations | en |
dc.subject.other | pathwise stability | en |
dc.subject.other | rough paths | en |
dc.title | Eikonal equations and pathwise solutions to fully non-linear SPDEs | en |
dc.type | Article | |
dc.type.version | publishedVersion | |
dcterms.bibliographicCitation.doi | 10.1007/s40072-016-0087-9 | |
dcterms.bibliographicCitation.issue | 2 | |
dcterms.bibliographicCitation.journaltitle | Stochastics and partial differential equations: analysis and computations | |
dcterms.bibliographicCitation.originalpublishername | Springer | |
dcterms.bibliographicCitation.originalpublisherplace | New York, NY | |
dcterms.bibliographicCitation.pageend | 277 | |
dcterms.bibliographicCitation.pagestart | 256 | |
dcterms.bibliographicCitation.volume | 5 | |
tub.accessrights.dnb | free | |
tub.affiliation | Fak. 2 Mathematik und Naturwissenschaften::Inst. Mathematik::FG Finanz- und Versicherungsmathematik | de |
tub.affiliation.faculty | Fak. 2 Mathematik und Naturwissenschaften | de |
tub.affiliation.group | FG Finanz- und Versicherungsmathematik | de |
tub.affiliation.institute | Inst. Mathematik | de |
tub.publisher.universityorinstitution | Technische Universität Berlin |
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