The Neumann problem for fully nonlinear SPDE
We generalize the notion of pathwise viscosity solutions, put forward by Lions and Souganidis to study fully nonlinear stochastic partial differential equations, to equations set on a sub-domain with Neumann boundary conditions. Under a convexity assumption on the domain, we obtain a comparison theo...
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Zusammenfassung: | We generalize the notion of pathwise viscosity solutions, put forward by
Lions and Souganidis to study fully nonlinear stochastic partial differential
equations, to equations set on a sub-domain with Neumann boundary conditions.
Under a convexity assumption on the domain, we obtain a comparison theorem
which yields existence and uniqueness of solutions as well as continuity with
respect to the driving noise. As an application, we study the long time
behaviour of a stochastically perturbed mean-curvature flow in a cylinder-like
domain with right angle contact boundary condition. |
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DOI: | 10.48550/arxiv.2110.10337 |