Homogenization of Hamilton‐Jacobi‐Bellman equations with respect to time‐space shifts in a stationary ergodic medium
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Publication:5387061
DOI10.1002/cpa.20220zbMath1144.35008MaRDI QIDQ5387061
Elena Kosygina, Srinivasa R. S. Varadhan
Publication date: 14 May 2008
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.20220
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
35B27: Homogenization in context of PDEs; PDEs in media with periodic structure
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