Central limit theorem for stochastic Hamilton-Jacobi equations

DOI10.1007/s002200050820zbMath0972.60054OpenAlexW2603449377MaRDI QIDQ1581622

Fraydoun Rezakhanlou

Publication date: 8 October 2000

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002200050820

zbMATH Keywords

Hamilton-Jacobi equationasymptotic behaviour

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (6)

Continuum limit for some growth models. II. ⋮ Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations ⋮ Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations ⋮ A sublinear variance bound for solutions of a random Hamilton-Jacobi equation ⋮ Quantitative Stochastic Homogenization of Viscous Hamilton-Jacobi Equations ⋮ Continuum limit for some growth models.

This page was built for publication: Central limit theorem for stochastic Hamilton-Jacobi equations