Random Lax-Oleinik semigroups for Hamilton-Jacobi systems
Random Lax-Oleinik semigroups for Hamilton-Jacobi systems
Following the random approach of Mitake, Siconolfi,Tran and Yamada, we define a Lax--Oleinik formula adapted to evolutive weakly coupled systems of Hamilton--Jacobi equations. It is reminiscent of the corresponding scalar formula, with the relevant difference that it has a stochastic character since it involves, loosely speaking, random switchings between the …