A Stochastic Analog of Aubry-Mather Theory

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dc.creatorGomes, Diogo Aguiar
dc.date2001-04-24
dc.date.accessioned2026-07-07T04:41:26Z
dc.date.available2026-07-07T04:41:26Z
dc.descriptionIn this paper we discuss a stochastic analog 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 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.
dc.identifierhttps://arxiv.org/abs/math/0104230
dc.identifierhttp://arxiv.org/abs/math/0104230
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/61359
dc.subjectAnalysis of PDEs
dc.subjectDynamical Systems
dc.subjectOptimization and Control
dc.subject49L25, 35J60
dc.titleA Stochastic Analog of Aubry-Mather Theory
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