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arXiv · 2010.12855

H\"older regularity of Hamilton-Jacobi equations with stochastic forcing

Pierre Cardaliaguet·Benjamin Seeger
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Abstract

We obtain space-time H\"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the gradient and on the regularity of the stochastic coefficients, in a way that is invariant with respect to a hyperbolic scaling.

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Pierre Cardaliaguet, Benjamin Seeger. 2020-10-24. H\"older regularity of Hamilton-Jacobi equations with stochastic forcing. https://arxiv.org/abs/2010.12855

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