English

The Neumann problem for fully nonlinear SPDE

Analysis of PDEs 2023-07-31 v2 Probability

Abstract

We generalize the notion of pathwise viscosity solutions, put forward by Lions and Souganidis to study fully nonlinear stochastic partial differential equations, to equations set on a sub-domain with Neumann boundary conditions. Under a convexity assumption on the domain, we obtain a comparison theorem which yields existence and uniqueness of solutions as well as continuity with respect to the driving noise. As an application, we study the long time behaviour of a stochastically perturbed mean-curvature flow in a cylinder-like domain with right angle contact boundary condition.

Keywords

Cite

@article{arxiv.2110.10337,
  title  = {The Neumann problem for fully nonlinear SPDE},
  author = {Paul Gassiat and Benjamin Seeger},
  journal= {arXiv preprint arXiv:2110.10337},
  year   = {2023}
}

Comments

accepted version to appear in Ann. Appl. Probab

R2 v1 2026-06-24T07:02:01.946Z