arXiv · 1609.08357
A stochastic Hamilton-Jacobi equation with infinite speed of propagation
Abstract
We give an example of a stochastic Hamilton-Jacobi equation $du = H(Du) d\xi$ which has an infinite speed of propagation as soon as the driving signal $\xi$ is not of bounded variation.
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Paul Gassiat. 2016-09-27. A stochastic Hamilton-Jacobi equation with infinite speed of propagation. https://arxiv.org/abs/1609.08357
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