Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians
Published · Probability theory and related fields, 176 (2020) 1/2, pp. 421-448. We show that the initial value problem for Hamilton-Jacobi equations with multiplicative rough time dependence, typically stochastic, and convex Hamiltonians satisfies finite speed of propagation. We prove that in general the range…
