| Autor: |
Davini, Andrea, Saona, Raimundo, Ziliotto, Bruno |
| Rok vydání: |
2024 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range of dependence environment for Hamiltonians that can be expressed by a max-min formula. We make use of the representation of the solution as a value function of a differential game to implement a game-theoretic approach to the homogenization problem. |
| Databáze: |
arXiv |
| Externí odkaz: |
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