Stochastic Homogenization for Some Nonlinear Integro-Differential Equations

In this note we prove the stochastic homogenization for a large class of fully nonlinear elliptic integro-differential equations in stationary ergodic random environments. Such equations include, but are not limited to, Bellman equations and the Isaacs equations for the control and differential game...

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Veröffentlicht in:	Communications in partial differential equations 2013-02, Vol.38 (2), p.171-198
1. Verfasser:	Schwab, Russell W.
Format:	Artikel
Sprache:	eng
Schlagworte:	Convergence Homogenization Homogenizing Invariants Jump processes Levy processes Mathematical analysis Nonlinearity Nonlocal elliptic equations Obstacle problem Optimal stochastic control Partial differential equations Stochasticity Studies Translations
Online-Zugang:	Volltext
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