- Perron's method for stochastic viscosity solutions. [arXiv, abstract]
- Homogenization of pathwise Hamilton-Jacobi equations. To appear in Journal de Mathématiques Pures et Appliquées [link, arXiv, abstract]
In this paper we use Perron's method to construct stochastic viscosity solutions of fully nonlinear second order SPDEs. The result holds for smooth Hamiltonians and for a single, real-valued path, and relies on the finite speed of propagation property for solutions of Hamilton-Jacobi equations.
We present qualitative and quantitative homogenization results for pathwise Hamilton-Jacobi equations with “rough” multiplicative driving signals. When there is only one such signal and the Hamiltonian is convex, we show that the equation, as well as equations with smooth approximating paths, homogenize. In the multi-signal setting, we demonstrate that blow-up or homogenization may take place. The paper also includes a new well-posedness result, which gives explicit estimates for the continuity of the solution map and the equicontinuity of solutions in the spatial variable.