Pl. Lions et Pe. Souganidis, FULLY NONLINEAR STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS, Comptes rendus de l'Academie des Sciences. Serie I, Mathematique, 326(9), 1998, pp. 1085-1092
In this Note, we propose a new theory of ''stochastic viscosity soluti
ons'' for fully nonlinear stochastic partial differential equations. T
his theory allows to handle a large class of equations which covers in
particular various applications such as models of phase transitions a
nd front propagation in random media and pathwise stochastic control.
These applications will be detailed in a subsequent note. (C) Academie
des Sciences/Elsevier, Paris.