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arXiv · 1909.05672

New regularity results and long time behavior of pathwise (stochastic) Hamilton-Jacobi equations

Pierre-Louis Lions·Panagiotis E. Souganidis
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Abstract

We present two new sharp regularity results (regularizing effect and propagation of regularity) for viscosity solutions of uniformly convex space homogeneous Hamilton-Jacobi equations. In turn, these estimates yield new intermittent stochastic regularization results for pathwise (stochastic) viscosity solutions of Hamilton-Jacobi equations with uniformly convex Hamiltonians and rough multiplicative time dependence. Finally, we use the intermittent estimates to study the long time behavior of the pathwise (stochastic) viscosity solutions of convex Hamilton-Jacobi equations.

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Pierre-Louis Lions, Panagiotis E. Souganidis. 2019-09-10. New regularity results and long time behavior of pathwise (stochastic) Hamilton-Jacobi equations. https://arxiv.org/abs/1909.05672

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