Space-time continuous limit of random walks with hyperbolic scaling

DOI10.1016/j.na.2014.02.012zbMath1295.60055OpenAlexW2001277952MaRDI QIDQ2443046

Kohei Soga

Publication date: 4 April 2014

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2014.02.012

zbMATH Keywords

law of large numbersfinite difference approximationcontinuous limithyperbolic scalinginhomogeneous random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Convergence of probability measures (60B10)

Related Items (5)

Selection problems of \({{\mathbb {Z}}}^2\)-periodic entropy solutions and viscosity solutions ⋮ Weak KAM theory for action minimizing random walks ⋮ Stochastic and variational approach to finite difference approximation of Hamilton-Jacobi equations ⋮ More on stochastic and variational approach to the Lax-Friedrichs scheme ⋮ Stochastic and variational approach to the Lax-Friedrichs scheme

Cites Work

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• Aubry-Mather theory and Hamilton-Jacobi equations
• Controlled Markov processes and viscosity solutions
• The Cauchy problem for a nonlinear first order partial differential equation
• Difference approximation to Aubry–Mather sets of the forced Burgers equation
• Foundations of Modern Probability
• Discontinuous solutions of non-linear differential equations

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