Hölder regularity of Hamilton-Jacobi equations with stochastic forcing
Pierre Cardaliaguet,
Benjamin Seeger
Abstract:We obtain space-time Hölder regularity estimates for solutions of first-and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the gradient and on the regularity of the stochastic coefficients, in a way that is invariant with respect to a hyperbolic scaling.
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.