Central limit theorem for stochastic Hamilton-Jacobi equations

DOI10.1007/S002200050820MaRDI QIDQ1581622zbMATH OpenOpenAlexFDO

Authors 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

asymptotic behaviourHamilton-Jacobi equation

Mathematics Subject Classification ID

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

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Cited in

(13)

• Central limit theorem under uncertain linear transformations
• Exponential convergence of solutions for random Hamilton-Jacobi equations
• Quantitative Stochastic Homogenization of Viscous Hamilton-Jacobi Equations
• scientific article; zbMATH DE number 7266450 (Why is no real title available?)
• 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
• Asymptotic behavior of random Hamilton--Jacobi equations (R. H.--J. E.)
• Stochastic solutions to Hamilton-Jacobi equations
• A central limit theorem for the stochastic heat equation
• Continuum limit for some growth models.
• Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations
• Continuum limit for some growth models. II.
• scientific article; zbMATH DE number 780718 (Why is no real title available?)

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