✦ LIBER ✦

Central Limit Theorem¶for Stochastic Hamilton–Jacobi Equations

✍ Scribed by Fraydoun Rezakhanlou

Publisher: Springer
Year: 2000
Tongue: English
Weight: 197 KB
Volume: 211
Category: Article
ISSN: 0010-3616
DOI: 10.1007/s002200050820

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Homogenization for¶Stochastic Hamilton-J

Homogenization for¶Stochastic Hamilton-Jacobi Equations

✍ Fraydoun Rezakhanlou; James E. Tarver 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 203 KB

Limit Theorem for Controlled Backward SD

Limit Theorem for Controlled Backward SDEs and Homogenization of Hamilton–Jacobi–Bellman Equations

✍ Rainer Buckdahn; Naoyuki Ichihara 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 356 KB

Stochastic homogenization of Hamilton-Ja

Stochastic homogenization of Hamilton-Jacobi-Bellman equations

✍ Elena Kosygina; Fraydoun Rezakhanlou; S. R. S. Varadhan 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 238 KB

Functional central limit theorem for flo

Functional central limit theorem for flows generated by stochastic equations with interaction

✍ A. Yu. Pilipenko 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 403 KB

New High-Resolution Semi-discrete Centra

New High-Resolution Semi-discrete Central Schemes for Hamilton–Jacobi Equations

✍ Alexander Kurganov; Eitan Tadmor 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 397 KB

We introduce a new high-resolution central scheme for multidimensional Hamilton-Jacobi equations. The scheme retains the simplicity of the non-oscillatory central schemes developed by C.-T. Lin and E. Tadmor (in press, SIAM J. Sci. Comput.), yet it enjoys a smaller amount of numerical viscosity, ind

Adaptive Central-Upwind Schemes for Hami

Adaptive Central-Upwind Schemes for Hamilton–Jacobi Equations with Nonconvex Hamiltonians

✍ Alexander Kurganov; Guergana Petrova 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 301 KB