32 citations · 67 across the 24 of their papers we have counts for
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math.AP2016★ 2 cited
A stochastic Hamilton-Jacobi equation with infinite speed of propagation
Paul Gassiat
We give an example of a stochastic Hamilton-Jacobi equation which has an infinite speed of propagation as soon as the driving signal is not of bounded variation…
math.PR2016★ 4 cited
Regularization by noise for stochastic Hamilton-Jacobi equations
Paul Gassiat, Benjamin Gess
We study regularizing effects of nonlinear stochastic perturbations for fully nonlinear PDE. More precisely, path-by-path bounds for the second derivative of solutions…
math.PR2016
Eikonal equations and pathwise solutions to fully non-linear SPDEs
Peter K. Friz, Paul Gassiat, Pierre-Louis Lions +1
We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associa…