A prelude to the theory of random walks in random environments

zbMath1260.65004MaRDI QIDQ1758731

Fraydoun Rezakhanlou

Publication date: 16 November 2012

Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

homogenizationlaw of large numbersHamilton-Jacobi-Bellman equationslarge deviation principlerandom walk in a random environment

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Hamilton-Jacobi equations (35F21)

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