12 citations · 45 across the 31 of their papers we have counts for
3 papers · 1 filter
Long-time behaviour of stochastic Hamilton-Jacobi equations
Paul Gassiat, Benjamin Gess, Pierre-Louis Lions +1
The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpe…
Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians
Paul Gassiat, Benjamin Gess, Pierre-Louis Lions +1
We show that the initial value problem for Hamilton-Jacobi equations with multiplicative rough time dependence, typically stochastic, and convex Hamiltonians satisfies finite speed…
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…