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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorGassiat, Paul
hal.structure.identifierMax Planck Institute for Mathematics in the Sciences [MPI-MiS]
dc.contributor.authorGess, Benjamin
dc.date.accessioned2018-09-12T10:52:10Z
dc.date.available2018-09-12T10:52:10Z
dc.date.issued2018
dc.identifier.issn0178-8051
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/18004
dc.language.isoenen
dc.subjectStochastic Hamilton–Jacobi equationsen
dc.subjectregularization by noiseen
dc.subjectReflected SDEen
dc.subjectStochastic p-Laplace equationen
dc.subjectStochastic total variation flowen
dc.subject.ddc519en
dc.titleRegularization by noise for stochastic Hamilton–Jacobi equationsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe study regularizing effects of nonlinear stochastic perturbations for fully nonlinear PDE. More precisely, path-by-path L ∞ 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.en
dc.relation.isversionofjnlnameProbability Theory and Related Fields
dc.relation.isversionofjnldate2018-05
dc.relation.isversionofjnlpages1-36en
dc.relation.isversionofdoi10.1007/s00440-018-0848-7en
dc.identifier.urlsitehttps://hal.archives-ouvertes.fr/hal-01786538en
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingouien
dc.relation.forthcomingprintouien
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2018-07-26T12:40:12Z
hal.author.functionaut
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