A stochastic Hamilton-Jacobi equation with infinite speed of propagation
Analysis of PDEs
2016-09-28 v1 Probability
Abstract
We give an example of a stochastic Hamilton-Jacobi equation which has an infinite speed of propagation as soon as the driving signal is not of bounded variation.
Keywords
Cite
@article{arxiv.1609.08357,
title = {A stochastic Hamilton-Jacobi equation with infinite speed of propagation},
author = {Paul Gassiat},
journal= {arXiv preprint arXiv:1609.08357},
year = {2016}
}
Comments
4 pages