Space-time continuous limit of random walks with hyperbolic scaling

DOI10.1016/J.NA.2014.02.012MaRDI QIDQ2443046zbMATH OpenOpenAlexFDO

Authors 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

continuous limitfinite difference approximationhyperbolic scalinginhomogeneous random walklaw of large numbers

Mathematics Subject Classification ID

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

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Cites work

• Aubry-Mather theory and Hamilton-Jacobi equations
• Controlled Markov processes and viscosity solutions
• Difference approximation to Aubry-Mather sets of the forced Burgers equation
• Discontinuous solutions of non-linear differential equations
• Foundations of Modern Probability
• scientific article; zbMATH DE number 3729228 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• The Cauchy problem for a nonlinear first order partial differential equation

Cited in

(7)

• Weak KAM theory for action minimizing random walks
• Limits of random walks with distributionally robust transition probabilities
• Selection problems of \({{\mathbb {Z}}}^2\)-periodic entropy solutions and viscosity solutions
• More on stochastic and variational approach to the Lax-Friedrichs scheme
• Stochastic and variational approach to finite difference approximation of Hamilton-Jacobi equations
• Stochastic and variational approach to the Lax-Friedrichs scheme
• Random walk with hyperbolic probabilities

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