Large-Time Behavior for Viscous and Nonviscous Hamilton--Jacobi Equations Forced by Additive Noise
Authors:
- Nicolas DirrNDNicolas Dirr
- Panagiotis E. SouganidisPSPanagiotis E. Souganidis
- 1 January 2005
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Mathematical Analysis
- Vol. 37 (3) , 777-796
Abstract
We study the large-time behavior of the solutions to viscous and nonviscous Hamilton--Jacobi equations with additive noise and periodic spatial dependence. Under general structural conditions on the Hamiltonian, we show the existence of unique up to constants, global-in-time solutions, which attract any other solution.Keywords
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