Solution to viscous Hamilton-Jacobi equation can be written as fixed points

40 Views Asked by At

Can anyone provide me some source to read more about the fact that, solution to the viscous (https://arxiv.org/abs/2002.06674) $$ -\Delta u + H(x,Du) = \alpha_0\quad \text{in}\;\mathbb{T}^n$$ can be written as a fixed points, for every $t>0$, of the operator $\mathcal{S}(t): \mathrm{C}(\mathbb{T}^n)\rightarrow \mathrm{C}(\mathbb{T}^n)$, defined on the space $\mathrm{C}(\mathbb{T}^n)$ of continuous $\mathbb{Z}^n$ periodic function on $\mathbb{R}^n$, as follows: $$ (\mathcal{S}(t)u)(x) = \inf_{v}\mathbb{E} \left[u(Y_x(t))+\int_0^t (L(Y_x(s),-v(s))+\alpha_0)\;ds\right]$$ for $x\in \mathbb{T}^n$ and $t>0$. Here $L$ is the Lagrangian associated to $H$ via the Legendre's transform, $v:[0,\infty)\times \Omega \rightarrow \mathbb{R}^n$ is a control process satisfying suitable measurability conditions and $Y_x$ is the solution of the following Stochastic Differential Equation $$ \begin{cases} dY_x(t) = v(t)dt + \sqrt{2}dW_t\\ Y_x(0) = x \end{cases}$$ where $W_t$ denotes a standard Brownian motion on $\mathbb{R}^n$, defined on a probability space $(\Omega, \mathcal{F},\mathbb{P})$.