Discrete stochastic Hamilton Jacobi equation

Series
CDSNS Colloquium
Time
Monday, February 5, 2018 - 11:15am for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Renato Iturriaga – CIMAT
Organizer
Livia Corsi
We present a discrete setting for the viscous Hamilton Jacobi equation, and prove convergence to the continuous case.