随机Hamilton-Jacobi方程的噪声正则化
Regularization by noise for stochastic Hamilton-Jacobi equations
摘要:
研究了完全非线性偏微分方程的非线性随机扰动的正则化效应。更确切地说,路径路径的$L^{\infty}$边界的解决方案,这样的PDE的二阶导数。这些界限表示为解决方案,反映了反射的反射,并被证明是最佳的。
英文摘要:
We study regularizing effects of nonlinear stochastic perturbations for fully nonlinear PDE. More precisely, path-by-path $L^{\infty}$ 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.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。