Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations

Authors
Lions, PL Souganidis, PE
Citation
Pl. Lions et Pe. Souganidis, Uniqueness of weak solutions of fully nonlinear stochastic partial differential equations, CR AC S I, 331(10), 2000, pp. 783-790
Citations number
17
Categorie Soggetti
Mathematics
Journal title
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
ISSN journal
07644442 → ACNP
Volume
331
Issue
10
Year of publication
2000
Pages
783 - 790
Database
ISI
SICI code
0764-4442(20001115)331:10<783:UOWSOF>2.0.ZU;2-3
Abstract
We present here a general uniqueness result for stochastic viscosity soluti ons of fully nonlinear, second order possibly degenerate, stochastic partia l differential equations. (C) 2000 Academie des sciences/Editions scientifi ques et medicales Elsevier SAS.