[图书][B] Directed polymers in random environments

F Comets - 2017 - Springer
This monograph contains the notes of lectures I gave in Saint Flour Probability Summer
School in July 2016. The two other courses were given by Paul Bourgade and by Scott …

Mean field games systems of first order

P Cardaliaguet, PJ Graber - ESAIM: Control, Optimisation and …, 2015 - esaim-cocv.org
We consider a first-order system of mean field games with local coupling in the deterministic
limit. Under general structure conditions on the Hamiltonian and coupling, we prove …

[图书][B] An introduction to fronts in random media

J Xin - 2009 - books.google.com
This book aims to give a user friendly tutorial of an interdisciplinary research topic (fronts or
interfaces in random media) to senior undergraduates and beginning grad uate students …

Rates of convergence for the homogenization of fully nonlinear uniformly elliptic pde in random media

LA Caffarelli, PE Souganidis - Inventiones mathematicae, 2010 - Springer
We establish a logarithmic-type rate of convergence for the homogenization of fully
nonlinear uniformly elliptic second-order pde in strongly mixing media with similar, ie …

Quenched free energy and large deviations for random walks in random potentials

F Rassoul‐Agha, T Seppäläinen… - … on Pure and Applied …, 2013 - Wiley Online Library
We study quenched distributions on random walks in a random potential on integer lattices
of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can …

Stochastic homogenization of Hamilton–Jacobi and degenerate Bellman equations in unbounded environments

SN Armstrong, PE Souganidis - Journal de mathématiques pures et …, 2012 - Elsevier
We consider the homogenization of Hamilton–Jacobi equations and degenerate Bellman
equations in stationary, ergodic, unbounded environments. We prove that, as the …

Stochastic homogenization of level-set convex Hamilton–Jacobi equations

SN Armstrong, PE Souganidis - … Mathematics Research Notices, 2013 - ieeexplore.ieee.org
We present a simple, new proof for the stochastic homogenization of quasiconvex (level-set
convex) Hamilton–Jacobi equations set in stationary ergodic environments. Our approach …

Ergodicity and synchronization of the Kardar-Parisi-Zhang equation

C Janjigian, F Rassoul-Agha, T Seppäläinen - arXiv preprint arXiv …, 2022 - arxiv.org
The Kardar-Parisi-Zhang (KPZ) equation on the real line is well-known to admit Brownian
motion with a linear drift as a stationary distribution (modulo additive constants). We show …

Variational formulas and cocycle solutions for directed polymer and percolation models

N Georgiou, F Rassoul-Agha… - … in Mathematical Physics, 2016 - Springer
We discuss variational formulas for the law of large numbers limits of certain models of
motion in a random medium: namely, the limiting time constant for last-passage percolation …

Quenched point-to-point free energy for random walks in random potentials

F Rassoul-Agha, T Seppäläinen - Probability Theory and Related Fields, 2014 - Springer
We consider a random walk in a random potential on a square lattice of arbitrary dimension.
The potential is a function of an ergodic environment and steps of the walk. The potential is …