Long-time behaviour of stochastic Hamilton-Jacobi equations

被引:0
|
作者
Gassiat, Paul [1 ]
Gess, Benjamin [2 ,3 ]
Lions, Pierre-Louis [4 ,5 ]
Souganidis, Panagiotis E. [6 ]
机构
[1] Ceremade, Université de Paris-Dauphine, Psl University, Place Du Maréchal-De-Lattre-De-Tassigny, Paris,75775 Cedex 16, France
[2] Fakultät Für Mathematik, Universität Bielefeld, Bielefeld,D-33615, Germany
[3] Max-Planck, Institut Für Mathematik in Den Naturwissenschaften, Leipzig,D-04103, Germany
[4] Collège De France, Ceremade, 11 Place Marcelin Berthelot, Paris,75005, France
[5] Université De PARIS-Dauphine, Place Du Maréchal De Lattre De Tassigny, Paris,75016, France
[6] Department of Mathematics, University of Chicago, 5734 S. University Ave., Chicago,IL,60637, United States
来源
arXiv | 2022年
关键词
Compendex;
D O I
暂无
中图分类号
学科分类号
摘要
Stochastic systems
引用
收藏
相关论文
共 50 条
  • [31] Termination time of characteristics of Hamilton-Jacobi equations
    Li, Tian-Hong
    Li, Xing
    ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND PHYSIK, 2013, 64 (03): : 799 - 809
  • [32] Large Time Asymptotics of Hamilton-Jacobi Equations
    DYNAMICAL AND GEOMETRIC ASPECTS OF HAMILTON-JACOBI AND LINEARIZED MONGE-AMPERE EQUATIONS, VIASM 2016, 2017, 2183 : 141 - 176
  • [33] Termination time of characteristics of Hamilton-Jacobi equations
    Tian-Hong Li
    Xing Li
    Zeitschrift für angewandte Mathematik und Physik, 2013, 64 : 799 - 809
  • [34] New regularity results for Hamilton-Jacobi equations and long time behavior of pathwise (stochastic) viscosity solutions
    Lions, Pierre-Louis
    Souganidis, Panagiotis E.
    RESEARCH IN THE MATHEMATICAL SCIENCES, 2020, 7 (03)
  • [35] THE STOCHASTIC HAMILTON-JACOBI EQUATION
    Lazaro-Cami, Joan-Andreu
    Ortega, Juan-Pablo
    JOURNAL OF GEOMETRIC MECHANICS, 2009, 1 (03): : 295 - 315
  • [36] Systems of Hamilton-Jacobi equations
    Cambronero, Julio
    Perez Alvarez, Javier
    JOURNAL OF NONLINEAR MATHEMATICAL PHYSICS, 2019, 26 (04) : 650 - 658
  • [37] Stochastic viscosity approximations of Hamilton-Jacobi equations and variance reduction
    Ferre, Gregoire
    ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS, 2023, 57 (04) : 2301 - 2318
  • [38] Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control
    Ichihara, Naoyuki
    JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2013, 100 (03): : 368 - 390
  • [39] Relaxation of Hamilton-Jacobi equations
    Ishii, H
    Loreti, P
    ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 2003, 169 (04) : 265 - 304
  • [40] Externality and Hamilton-Jacobi equations
    Paola Loreti
    Giorgio Vergara Caffarelli
    Nonlinear Differential Equations and Applications NoDEA, 2004, 11 : 123 - 136