Stochastic homogenization of HJ equations: a differential game approach
Résumé
We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range of dependence environment for Hamiltonians that can be expressed by a max-min formula. We make use of the representation of the solution as a value function of a differential game to implement a game-theoretic approach to the homogenization problem.
Domaines
Mathématiques [math]| Origine | Fichiers produits par l'(les) auteur(s) |
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