FULLY NONLINEAR STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS

Citation
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
Citations number
14
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
07644442
Volume
326
Issue
9
Year of publication
1998
Pages
1085 - 1092
Database
ISI
SICI code
0764-4442(1998)326:9<1085:FNSPE>2.0.ZU;2-T
Abstract
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.