Eikonal equations and pathwise solutions to fully non-linear SPDEs

dc.contributor.authorFriz, Peter K.
dc.contributor.authorGassiat, Paul
dc.contributor.authorLions, Pierre-Louis
dc.contributor.authorSouganidis, Panagiotis E.
dc.date.accessioned2017-08-29T07:24:31Z
dc.date.available2017-08-29T07:24:31Z
dc.date.issued2016
dc.description.abstractWe 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.sponsorshipDFG, FOR 2402, Rough Paths, Stochastic Partial Differential Equations and Related Topicsen
dc.description.sponsorshipEC/FP7/258237/EU/Rough path theory, differential equations and stochastic analysis/RPTen
dc.identifier.eissn2194-041X
dc.identifier.issn2194-0401
dc.identifier.urihttps://depositonce.tu-berlin.de/handle/11303/6658
dc.identifier.urihttp://dx.doi.org/10.14279/depositonce-6099
dc.language.isoen
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.subject.ddc510 Mathematik
dc.subject.otherfully non-linear stochastic partial differential equationsen
dc.subject.othereikonal equationsen
dc.subject.otherpathwise stabilityen
dc.subject.otherrough pathsen
dc.titleEikonal equations and pathwise solutions to fully non-linear SPDEsen
dc.typeArticle
dc.type.versionpublishedVersion
dcterms.bibliographicCitation.doi10.1007/s40072-016-0087-9
dcterms.bibliographicCitation.issue2
dcterms.bibliographicCitation.journaltitleStochastics and partial differential equations: analysis and computations
dcterms.bibliographicCitation.originalpublishernameSpringer
dcterms.bibliographicCitation.originalpublisherplaceNew York, NY
dcterms.bibliographicCitation.pageend277
dcterms.bibliographicCitation.pagestart256
dcterms.bibliographicCitation.volume5
tub.accessrights.dnbfree
tub.affiliationFak. 2 Mathematik und Naturwissenschaften::Inst. Mathematik::FG Finanz- und Versicherungsmathematikde
tub.affiliation.facultyFak. 2 Mathematik und Naturwissenschaftende
tub.affiliation.groupFG Finanz- und Versicherungsmathematikde
tub.affiliation.instituteInst. Mathematikde
tub.publisher.universityorinstitutionTechnische Universität Berlin

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