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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorGassiat, Paul
dc.date.accessioned2018-03-01T10:44:34Z
dc.date.available2018-03-01T10:44:34Z
dc.date.issued2017
dc.identifier.issn1631-073X
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17492
dc.description.abstractfrNous présentons un exemple d'équation d'Hamilton–Jacobi stochastique du=H(Du)dξ dont la vitesse de propagation est infinie dès que le signal ξ n'est pas à variation bornée.en
dc.language.isoenen
dc.subjectéquation d'Hamilton–Jacobi stochastiqueen
dc.subjectHamilton–Jacobi equationen
dc.subjectspeed of propagationen
dc.subject.ddc519en
dc.titleA stochastic Hamilton–Jacobi equation with infinite speed of propagationen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe give an example of a stochastic Hamilton-Jacobi equation du = H(Du)dξ which has an infinite speed of propagation as soon as the driving signal ξ is not of bounded variation.en
dc.relation.isversionofjnlnameComptes rendus. Mathématique
dc.relation.isversionofjnlvol355en
dc.relation.isversionofjnlissue3en
dc.relation.isversionofjnldate2017-03
dc.relation.isversionofjnlpages296-298en
dc.relation.isversionofdoi10.1016/j.crma.2017.01.021en
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2018-03-01T10:41:14Z
hal.author.functionaut


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