Nonconvex homogenization for one-dimensional controlled random walks in random potential

DOI10.1214/18-AAP1395zbMath1415.60121arXiv1705.07613WikidataQ128813384 ScholiaQ128813384MaRDI QIDQ670733

Atilla Yilmaz, Ofer Zeitouni

Publication date: 20 March 2019

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.07613

zbMATH Keywords

stochastic optimal controlhomogenizationlarge deviationscorrectorHamilton-Jacobirandom walk in random potentialtilted free energy

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Nonlinear first-order PDEs (35F20) Processes in random environments (60K37) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

Related Items

Stochastic homogenization of a class of nonconvex viscous HJ equations in one space dimension ⋮ An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity ⋮ Stochastic homogenization of certain nonconvex Hamilton-Jacobi equations ⋮ Stochastic homogenization of a class of quasiconvex viscous Hamilton-Jacobi equations in one space dimension ⋮ Stochastic homogenization and effective Hamiltonians of Hamilton-Jacobi equations in one space dimension: the double-well case ⋮ Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential

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