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 (7)

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• The vanishing discount problem and viscosity Mather measures. Part 2: boundary value problems
• Adjoint methods for static Hamilton-Jacobi equations
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• Vanishing discount problem and the additive eigenvalues on changing domains
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