Stochastic homogenization of fully nonlinear uniformly elliptic equations revisited
Given \(\Omega\) a bounded Lipschitz domain of \({\mathbb R}^n\) and a function \(g \in C(\partial \Omega)\), the authors consider the family (in the parameter \(\varepsilon > 0\)) of problems \[ \begin{cases} F (D^2 u^{\varepsilon}, D u^{\varepsilon}, x / \varepsilon, \omega) = 0 &\text{in } \Omega, \\ u^{\varepsilon} = g & \text{in } \partial \Omega,\end{cases}\tag{P\(_\varepsilon\)} \] where \(F\) is a uniformly elliptic, Lipschitz continuous, stationary-ergodic and fully nonlinear operator. The authors prove a homogenization result giving a shorter and simplified proof using the obstacle method introduced by \textit{L. A. Caffarelli} et al. [Commun. Pure Appl. Math. 58, No. 3, 319--361 (2005; Zbl 1063.35025)]. First, they drop the dependence of \(F\) on the gradient of \(u^{\varepsilon}\), then, in the general case, they introduce a suitable infimal convolution.
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