arXiv · 2010.12193
Weak KAM theory for action minimizing random walks
Abstract
We introduce a class of controlled random walks on a grid in $\mathbb{T}^d$ 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.
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Kohei Soga. 2020-10-23. Weak KAM theory for action minimizing random walks. https://arxiv.org/abs/2010.12193
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