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- W2961862015 abstract "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 of dependence is bounded by a multiple of the length of the of the path, that is a piecewise linear path obtained by connecting the successive extrema of the original one. When the driving path is a Brownian motion, we prove that its skeleton has almost surely finite length. We also discuss the optimality of the estimate." @default.
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- W2961862015 date "2018-11-27" @default.
- W2961862015 modified "2023-10-17" @default.
- W2961862015 title "Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians" @default.
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