Regularization by noise for stochastic Hamilton-Jacobi equations
Probability
2018-05-08 v2 Analysis of PDEs
Abstract
We study regularizing effects of nonlinear stochastic perturbations for fully nonlinear PDE. More precisely, path-by-path 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.
Keywords
Cite
@article{arxiv.1609.07074,
title = {Regularization by noise for stochastic Hamilton-Jacobi equations},
author = {Paul Gassiat and Benjamin Gess},
journal= {arXiv preprint arXiv:1609.07074},
year = {2018}
}