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

Peter K FrizPaul GassiatPierre-Louis LionsPanagiotis E Souganidis
Published in: Stochastic partial differential equations : analysis and computations (2016)
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.
Keyphrases
  • solid state
  • neural network