Fully nonlinear stochastic partial differential equations: Non-smooth equations and applications;Équations aux dérivées partielles stochastiques complètement non linéaires : Équations non régulières et applications

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 327, Issue 8, 1998, Pages 735-741

  Lions, Pierre Louis ^a   Souganidis, Panagiotis E ^b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032186486     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(98)80161-4     Document Type: Article

References (14)

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5. [5] Crandall M.G., Ishii H., Lions P.-L., User's guide to viscosity solutions of second order partial differential equations, Bull. Amer. Math. Soc. 27 (1992) 1-67.
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10. [10] Lions P.-L., Souganidis P.E., Fully nonlinear stochastic partial differential equations I: the x-independent theory, (in preparation).
11. [11] Lions P.-L., Souganidis P.E., Fully nonlinear stochastic partial differential equations II: the x-independent theory, (in preparation).
12. [12] Pardoux E., Équations aux dérivées partielles stochastiques non linéaires monotones. Étude de solutions fortes de type Ito, Thèse Université Paris-Nord, November 1975.
13. [13] Watanabe H., On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients of stochastic partial differential equations, Appl. Math. Optim. 20 (1989) 81-96.
14. [14] Yip N.K., preprint.