H\"older regularity of Hamilton-Jacobi equations with stochastic forcing
Analysis of PDEs
2021-03-02 v3
Abstract
We obtain space-time H\"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the gradient and on the regularity of the stochastic coefficients, in a way that is invariant with respect to a hyperbolic scaling.
Keywords
Cite
@article{arxiv.2010.12855,
title = {H\"older regularity of Hamilton-Jacobi equations with stochastic forcing},
author = {Pierre Cardaliaguet and Benjamin Seeger},
journal= {arXiv preprint arXiv:2010.12855},
year = {2021}
}