ON THE REGULARITY OF STOCHASTIC EFFECTIVE HAMILTONIAN

被引:0
作者
Tu, Son N. T. [1 ]
Zhang, Jianlu [2 ,3 ]
机构
[1] Michigan State Univ, Dept Math, E Lansing, MI 48824 USA
[2] Chinese Acad Sci, Hua Loo Keng Key Lab Math, Beijing 100190, Peoples R China
[3] Chinese Acad Sci, Math Inst, Acad Math & Syst Sci, Beijing 100190, Peoples R China
基金
国家重点研发计划; 中国国家自然科学基金;
关键词
Key words and phrases. Viscosity solution; Hamilton-Jacobi equations; effective Hamiltonian; Mather measure; VANISHING DISCOUNT PROBLEM; VISCOSITY SOLUTIONS; BOUNDARY; EQUATIONS; ADJOINT; ANALOG;
D O I
10.1090/proc/17140
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we study the regularity of the ergodic constants for the viscous Hamilton-Jacobi equations. We also estimate the convergence rate the ergodic constant in the vanishing viscosity process.
引用
收藏
页码:1191 / 1203
页数:13
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