Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments (Q414408)

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scientific article; zbMATH DE number 6033157
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    Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments
    scientific article; zbMATH DE number 6033157

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      Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments (English)
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      11 May 2012
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      The authors deal with the (stochastic) homogenization of Hamilton-Jacobi equations and Bellman equations posed in stationary, ergodic, unbounded media. They obtain in the limit deterministic Hamilton-Jacobi equations and study the properties of the effective Hamiltonian. It seems that the class of problems studied here is motivated by the work of \textit{A.-S. Sznitman} [Brownian motion, obstacles and random media. Berlin: Springer (1993; Zbl 0973.60003)] on quenched large deviations of the Brownian motion interacting with a Poisson-like potential.
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      viscous Hamilton-Jacobi equations, Bellman equations, Poisson potential
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      effective Hamiltonian
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