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Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations

✍ Scribed by Armstrong, Scott N.; Cardaliaguet, Pierre; Souganidis, Panagiotis E.

Book ID
121867447
Publisher
American Mathematical Society
Year
2014
Tongue
English
Weight
742 KB
Volume
27
Category
Article
ISSN
0894-0347

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In this paper we consider optimal control of stochastic semilinear equations with Lipschitz continuous drift and cylindrical noise. We show existence and uniqueness Ž . up to an additive constant of solutions to the stationary Hamilton᎐Jacobi equation associated with the cost functional given by the