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math.AP2020
Hölder regularity of Hamilton-Jacobi equations with stochastic forcing
Pierre Cardaliaguet, Benjamin Seeger
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 d…
math.AP2020
Interpolation results for pathwise Hamilton-Jacobi equations
Pierre-Louis Lions, Benjamin Seeger, Panagiotis Souganidis
We study the interplay between the regularity of paths and Hamiltonians in the theory of pathwise Hamilton-Jacobi equations with the use of interpolation methods. The regularity of…