Regularization by noise for stochastic Hamilton-Jacobi equations
Gassiat P, Gess B (2019)
PROBABILITY THEORY AND RELATED FIELDS 173(3-4): 1063-1098.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Gassiat, Paul;
Gess, BenjaminUniBi
Einrichtung
Abstract / Bemerkung
We study regularizing effects of nonlinear stochastic perturbations for fully nonlinear PDE. More precisely, path-by-path L bounds for the second derivative of solutions to such PDE are shown. These bounds are expressed as solutions to reflected SDE and are shown to be optimal.
Erscheinungsjahr
2019
Zeitschriftentitel
PROBABILITY THEORY AND RELATED FIELDS
Band
173
Ausgabe
3-4
Seite(n)
1063-1098
ISSN
0178-8051
eISSN
1432-2064
Page URI
https://pub.uni-bielefeld.de/record/2935409
Zitieren
Gassiat P, Gess B. Regularization by noise for stochastic Hamilton-Jacobi equations. PROBABILITY THEORY AND RELATED FIELDS. 2019;173(3-4):1063-1098.
Gassiat, P., & Gess, B. (2019). Regularization by noise for stochastic Hamilton-Jacobi equations. PROBABILITY THEORY AND RELATED FIELDS, 173(3-4), 1063-1098. doi:10.1007/s00440-018-0848-7
Gassiat, Paul, and Gess, Benjamin. 2019. “Regularization by noise for stochastic Hamilton-Jacobi equations”. PROBABILITY THEORY AND RELATED FIELDS 173 (3-4): 1063-1098.
Gassiat, P., and Gess, B. (2019). Regularization by noise for stochastic Hamilton-Jacobi equations. PROBABILITY THEORY AND RELATED FIELDS 173, 1063-1098.
Gassiat, P., & Gess, B., 2019. Regularization by noise for stochastic Hamilton-Jacobi equations. PROBABILITY THEORY AND RELATED FIELDS, 173(3-4), p 1063-1098.
P. Gassiat and B. Gess, “Regularization by noise for stochastic Hamilton-Jacobi equations”, PROBABILITY THEORY AND RELATED FIELDS, vol. 173, 2019, pp. 1063-1098.
Gassiat, P., Gess, B.: Regularization by noise for stochastic Hamilton-Jacobi equations. PROBABILITY THEORY AND RELATED FIELDS. 173, 1063-1098 (2019).
Gassiat, Paul, and Gess, Benjamin. “Regularization by noise for stochastic Hamilton-Jacobi equations”. PROBABILITY THEORY AND RELATED FIELDS 173.3-4 (2019): 1063-1098.
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