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Article Dans Une Revue Probability Theory and Related Fields Année : 2018

Regularization by noise for stochastic Hamilton–Jacobi equations

Résumé

We study regularizing effects of nonlinear stochastic perturbations for fully nonlinear PDE. More precisely, path-by-path L ∞ bounds for the second derivative of solutions to such PDE are shown. These bounds are expressed as solutions to reflected SDE and are shown to be optimal.
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Dates et versions

hal-01786538 , version 1 (05-05-2018)

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Paul Gassiat, Benjamin Gess. Regularization by noise for stochastic Hamilton–Jacobi equations. Probability Theory and Related Fields, In press, ⟨10.1007/s00440-018-0848-7⟩. ⟨hal-01786538⟩
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