On the regularity of stochastic effective Hamiltonian

Abstract

In this paper, we study the regularity of the ergodic constants for the viscous Hamilton--Jacobi equations. We also estimate the convergent rate of the ergodic constant in the vanishing viscosity process.

9 pages

References in corpus (2)

• The regularity with respect to domains of the additive eigenvalues of superquadratic Hamilton--Jacobi equation
• Generalized convergence of solutions for nonlinear Hamilton-Jacobi equations with state-constraint