Regularization by noise for stochastic Hamilton-Jacobi equations
成果类型：
Article
署名作者：
Gassiat, Paul; Gess, Benjamin
署名单位：
Universite PSL; Universite Paris-Dauphine; Max Planck Society; University of Bielefeld
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-018-0848-7
发表日期：
2019
页码：
1063-1098
关键词：
摘要：
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.
来源URL：