Eikonal equations and pathwise solutions to fully non-linear SPDEs

程函方程和完全非线性随机偏微分方程的路径解

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Abstract

We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Riemannian geometry. The results are new and extend the class of equations studied so far by the last two authors.

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