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- W2145660970 abstract "In this paper, we discuss a stochastic analogue of Aubry-Mather theory in which a deterministic control problem is replaced by a controlled diffusion. We prove the existence of a minimizing measure (Mather measure) and discuss its main properties using viscosity solutions of Hamilton-Jacobi equations. Then we prove regularity estimates on viscosity solutions of the Hamilton-Jacobi equation using the Mather measure. Finally, we apply these results to prove asymptotic estimates on the trajectories of controlled diffusions and study the convergence of Mather measures as the rate of diffusion vanishes." @default.
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- W2145660970 date "2002-03-11" @default.
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- W2145660970 title "A stochastic analogue of Aubry-Mather theory*" @default.
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- W2145660970 doi "https://doi.org/10.1088/0951-7715/15/3/304" @default.
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