Weak KAM theory for action minimizing random walks
Dynamical Systems
2020-10-26 v1 Analysis of PDEs
Probability
Abstract
We introduce a class of controlled random walks on a grid in and investigate global properties of action minimizing random walks for a certain action functional together with Hamilton-Jacobi equations on the grid. This yields an analogue of weak KAM theory, which recovers a part of original weak KAM theory through the hyperbolic scaling limit.
Cite
@article{arxiv.2010.12193,
title = {Weak KAM theory for action minimizing random walks},
author = {Kohei Soga},
journal= {arXiv preprint arXiv:2010.12193},
year = {2020}
}